+75.3%
PEP vs SEDG
+106.4%
-31.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | -0.1% |
| 7D | -1.0% | +1.4% | -2.4% | -1.0% |
| 30D | -0.7% | +8.3% | -9.0% | -1.0% |
| 3M | -4.1% | -40.7% | +36.5% | -3.0% |
| 6M | -13.1% | -3.9% | -9.2% | -14.2% |
| YTD | -2.1% | +20.2% | -22.3% | -4.6% |
| 1Y | -1.7% | +17.6% | -19.3% | -4.7% |
| 3Y | -15.1% | -76.6% | +61.5% | -14.3% |
| 5Y | +3.1% | -87.1% | +90.2% | +4.9% |
| All | +75.3% | +106.4% | -31.2% | +51.1% |
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