-19.0%
PFE vs SEDG
-87.2%
+68.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +0.5% |
| 7D | -2.6% | +1.4% | -4.0% | -2.6% |
| 30D | +5.4% | +8.3% | -2.9% | +5.0% |
| 3M | +7.8% | -40.7% | +48.4% | +9.3% |
| 6M | +5.0% | -3.9% | +8.9% | +3.4% |
| YTD | +17.1% | +20.2% | -3.1% | +13.6% |
| 1Y | +19.3% | +17.6% | +1.7% | +15.1% |
| 3Y | -0.9% | -76.6% | +75.7% | -5.8% |
| All | -19.0% | -87.2% | +68.2% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling