+33.1%
PFE vs SEDG
+109.6%
-76.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.1% |
| 7D | -4.3% | +3.6% | -7.9% | -4.4% |
| 30D | +2.7% | +9.3% | -6.6% | +2.2% |
| 3M | +10.0% | -39.1% | +49.1% | +11.7% |
| 6M | +7.2% | +1.8% | +5.4% | +5.2% |
| YTD | +17.3% | +22.0% | -4.7% | +13.6% |
| 1Y | +20.3% | +17.2% | +3.1% | +15.9% |
| 3Y | -1.6% | -76.3% | +74.7% | -3.1% |
| 5Y | -21.4% | -87.2% | +65.9% | -21.9% |
| All | +33.1% | +109.6% | -76.5% | +7.9% |
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