-23.1%
PFE vs SEDG
-92.4%
+69.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.2% |
| 7D | -3.0% | -11.2% | +8.2% | -2.6% |
| 30D | +5.2% | -15.3% | +20.5% | +5.7% |
| 3M | +12.2% | -19.9% | +32.2% | +12.9% |
| 6M | +17.8% | -36.2% | +54.0% | +18.2% |
| YTD | +26.2% | -7.6% | +33.8% | +23.3% |
| 1Y | +23.2% | -40.3% | +63.5% | +22.8% |
| 3Y | +21.3% | -62.5% | +83.8% | +14.9% |
| 5Y | -23.1% | -92.6% | +69.5% | -31.3% |
| All | -23.1% | -92.4% | +69.3% | -31.3% |
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 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