+48.3%
PCOR vs SEDG
-63.6%
+112.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.8% |
| 7D | +22.7% | -8.5% | +31.2% | +23.2% |
| 30D | +37.5% | -17.0% | +54.5% | +39.0% |
| 3M | +35.2% | -15.8% | +51.0% | +36.2% |
| 6M | +42.2% | -32.3% | +74.5% | +42.7% |
| YTD | +3.6% | -4.6% | +8.2% | -2.2% |
| 1Y | -4.8% | -29.2% | +24.5% | -7.2% |
| 3Y | +48.3% | -61.7% | +110.0% | +47.4% |
| All | +48.3% | -63.6% | +112.0% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling