-69.6%
PCG vs SEDG
+70.6%
-140.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.3% | +2.3% |
| 7D | -13.9% | +8.9% | -22.7% | -14.5% |
| 30D | -16.9% | +0.9% | -17.7% | -17.1% |
| 3M | -14.7% | -53.2% | +38.5% | -10.3% |
| 6M | -23.8% | -9.9% | -14.0% | -25.7% |
| YTD | -10.5% | +18.5% | -29.0% | -15.5% |
| 1Y | -5.1% | +0.1% | -5.2% | -10.1% |
| 3Y | -11.6% | -78.9% | +67.3% | -8.1% |
| 5Y | +59.0% | -88.0% | +147.0% | +69.5% |
| 10Y | -75.7% | +97.5% | -173.2% | -80.6% |
| All | -69.6% | +70.6% | -140.2% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling