-34.1%
PCOR vs SEDG
-85.9%
+51.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.4% | -4.4% |
| 7D | -9.0% | +8.9% | -17.8% | -10.2% |
| 30D | +4.2% | +0.9% | +3.3% | +3.7% |
| 3M | +14.4% | -53.2% | +67.7% | +26.2% |
| 6M | +0.2% | -9.9% | +10.0% | -5.1% |
| YTD | -20.3% | +18.5% | -38.8% | -29.3% |
| 1Y | -16.1% | +0.1% | -16.3% | -25.2% |
| 3Y | -14.7% | -78.9% | +64.2% | +7.3% |
| 5Y | -43.2% | -88.0% | +44.9% | -20.9% |
| All | -34.1% | -85.9% | +51.8% | -10.7% |
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