-36.2%
PCOR vs SEDG
-84.9%
+48.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.5% | -9.7% | -4.2% |
| 7D | -6.9% | +12.1% | -19.1% | -8.7% |
| 30D | -1.5% | +14.7% | -16.2% | -4.0% |
| 3M | +18.5% | -43.0% | +61.5% | +26.5% |
| 6M | -4.7% | +9.0% | -13.7% | -12.7% |
| YTD | -22.8% | +26.3% | -49.0% | -32.3% |
| 1Y | -20.7% | +8.9% | -29.7% | -30.4% |
| 3Y | -14.6% | -75.5% | +61.0% | +3.0% |
| 5Y | -40.7% | -86.7% | +46.0% | -18.8% |
| All | -36.2% | -84.9% | +48.8% | -14.5% |
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