+104.9%
PEP vs SEDG
+70.6%
+34.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.7% |
| 7D | -1.4% | +8.9% | -10.3% | -1.7% |
| 30D | +0.2% | +0.9% | -0.7% | +0.1% |
| 3M | -1.1% | -53.2% | +52.1% | +0.8% |
| 6M | -13.5% | -9.9% | -3.6% | -14.4% |
| YTD | -1.2% | +18.5% | -19.7% | -3.6% |
| 1Y | -1.6% | +0.1% | -1.7% | -3.8% |
| 3Y | -12.5% | -78.9% | +66.4% | -11.6% |
| 5Y | +3.0% | -88.0% | +91.1% | +4.9% |
| 10Y | +73.9% | +97.5% | -23.5% | +51.8% |
| All | +104.9% | +70.6% | +34.4% | +80.3% |
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