+48.8%
PFE vs SEDG
+80.7%
-31.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.3% |
| 7D | -1.7% | -13.3% | +11.6% | -1.1% |
| 30D | +0.3% | -21.9% | +22.2% | +1.3% |
| 3M | +9.4% | -25.9% | +35.3% | +10.5% |
| 6M | +14.9% | -44.2% | +59.1% | +16.2% |
| YTD | +23.8% | -17.3% | +41.1% | +21.6% |
| 1Y | +19.5% | -34.5% | +54.0% | +18.7% |
| 3Y | +21.0% | -66.7% | +87.7% | +17.3% |
| 5Y | -23.9% | -93.4% | +69.5% | -21.8% |
| All | +48.8% | +80.7% | -31.9% | +17.5% |
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