+144.0%
PG vs SEDG
+73.0%
+71.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +1.7% |
| 7D | -0.8% | +1.4% | -2.2% | -0.8% |
| 30D | +0.8% | +8.3% | -7.5% | +0.6% |
| 3M | -1.3% | -40.7% | +39.3% | -0.6% |
| 6M | -3.8% | -3.9% | +0.1% | -4.7% |
| YTD | +3.6% | +20.2% | -16.6% | +1.9% |
| 1Y | -5.7% | +17.6% | -23.3% | -7.6% |
| 3Y | +1.6% | -76.6% | +78.2% | +2.6% |
| 5Y | +14.6% | -87.1% | +101.7% | +16.5% |
| 10Y | +121.2% | +105.5% | +15.7% | +93.9% |
| All | +144.0% | +73.0% | +71.1% | +117.1% |
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