+45.5%
PFE vs SEDG
+70.6%
-25.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.3% |
| 7D | +1.8% | +8.9% | -7.1% | +1.3% |
| 30D | +10.2% | +0.9% | +9.3% | +10.1% |
| 3M | +12.7% | -53.2% | +65.9% | +15.9% |
| 6M | +10.5% | -9.9% | +20.4% | +9.1% |
| YTD | +20.2% | +18.5% | +1.6% | +16.4% |
| 1Y | +24.1% | +0.1% | +23.9% | +20.5% |
| 3Y | -3.6% | -78.9% | +75.3% | -4.1% |
| 5Y | -20.9% | -88.0% | +67.2% | -20.8% |
| 10Y | +35.8% | +97.5% | -61.6% | +9.2% |
| All | +45.5% | +70.6% | -25.0% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling