-1.6%
PFE vs SEDG
-75.9%
+74.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.5% | -8.8% | -2.6% |
| 7D | -2.7% | +12.1% | -14.8% | -3.2% |
| 30D | +3.8% | +14.7% | -10.9% | +3.1% |
| 3M | +10.4% | -43.0% | +53.4% | +12.5% |
| 6M | +6.3% | +9.0% | -2.8% | +3.5% |
| YTD | +17.4% | +26.3% | -8.9% | +12.7% |
| 1Y | +21.1% | +8.9% | +12.2% | +16.3% |
| 3Y | -1.6% | -75.5% | +73.9% | -6.8% |
| All | -1.6% | -75.9% | +74.3% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling