-12.2%
PCOR vs SEDG
-90.0%
+77.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.9% | +8.5% | +1.0% |
| 7D | +2.2% | -7.3% | +9.4% | +3.2% |
| 30D | +37.4% | -25.3% | +62.8% | +42.6% |
| 3M | +33.2% | -24.1% | +57.3% | +37.1% |
| 6M | +60.6% | -39.9% | +100.5% | +64.5% |
| YTD | +6.2% | -15.8% | +22.0% | -1.9% |
| 1Y | -1.1% | -42.9% | +41.8% | -1.8% |
| 3Y | +48.4% | -65.9% | +114.3% | +47.1% |
| 5Y | -13.1% | -93.3% | +80.2% | +29.0% |
| All | -12.2% | -90.0% | +77.7% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling