+207.9%
PDD vs SEDG
-40.1%
+248.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -4.1% | +8.9% | -12.9% | -5.5% |
| 30D | -9.6% | +0.9% | -10.5% | -10.1% |
| 3M | -4.3% | -53.2% | +49.0% | +6.2% |
| 6M | -18.8% | -9.9% | -8.9% | -22.7% |
| YTD | -27.5% | +18.5% | -46.0% | -35.4% |
| 1Y | -33.6% | +0.1% | -33.7% | -40.5% |
| 3Y | -20.4% | -78.9% | +58.5% | -11.4% |
| 5Y | -19.6% | -88.0% | +68.5% | +0.7% |
| All | +207.9% | -40.1% | +248.0% | +137.6% |
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