-23.8%
PDD vs SEDG
-87.2%
+63.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.5% | -9.5% | -4.0% |
| 7D | -4.1% | +12.1% | -16.2% | -5.9% |
| 30D | -13.1% | +14.7% | -27.8% | -15.3% |
| 3M | -3.5% | -43.0% | +39.6% | +3.2% |
| 6M | -21.8% | +9.0% | -30.8% | -28.0% |
| YTD | -29.7% | +26.3% | -55.9% | -38.0% |
| 1Y | -36.2% | +8.9% | -45.2% | -43.7% |
| 3Y | -16.4% | -75.5% | +59.2% | +3.6% |
| 5Y | -23.8% | -86.7% | +62.9% | +13.2% |
| All | -23.8% | -87.2% | +63.3% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling