+197.4%
PDD vs SEDG
-54.7%
+252.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.3% |
| 7D | -1.0% | -21.4% | +20.4% | +2.7% |
| 30D | -2.4% | -19.7% | +17.3% | +0.6% |
| 3M | -14.6% | -19.7% | +5.1% | -12.6% |
| 6M | -19.6% | -37.4% | +17.8% | -17.8% |
| YTD | -30.0% | -10.4% | -19.6% | -35.3% |
| 1Y | -42.5% | -43.0% | +0.5% | -42.3% |
| 3Y | -27.2% | -63.6% | +36.5% | -32.2% |
| 5Y | -8.2% | -92.5% | +84.2% | +24.1% |
| All | +197.4% | -54.7% | +252.1% | +138.1% |
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