+194.4%
PDD vs SEDG
-38.3%
+232.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.9% |
| 7D | -4.4% | +3.6% | -8.0% | -5.1% |
| 30D | -15.5% | +9.3% | -24.8% | -17.1% |
| 3M | -4.1% | -39.1% | +35.0% | +1.7% |
| 6M | -23.4% | +1.8% | -25.2% | -28.7% |
| YTD | -30.7% | +22.0% | -52.7% | -38.6% |
| 1Y | -37.6% | +17.2% | -54.9% | -45.8% |
| 3Y | -17.5% | -76.3% | +58.8% | -11.0% |
| 5Y | -24.6% | -87.2% | +62.6% | -6.8% |
| All | +194.4% | -38.3% | +232.8% | +125.9% |
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