-14.4%
PCOR vs SEDG
-88.6%
+74.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -1.1% |
| 7D | +22.7% | -8.5% | +31.2% | +23.7% |
| 30D | +37.5% | -17.0% | +54.5% | +40.5% |
| 3M | +35.2% | -15.8% | +51.0% | +37.1% |
| 6M | +42.2% | -32.3% | +74.5% | +43.1% |
| YTD | +3.6% | -4.6% | +8.2% | -6.0% |
| 1Y | -4.8% | -29.2% | +24.5% | -9.0% |
| 3Y | +48.3% | -61.7% | +110.0% | +45.0% |
| 5Y | -20.1% | -92.0% | +71.9% | +16.2% |
| All | -14.4% | -88.6% | +74.2% | +18.7% |
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