+997.8%
PGR vs SEDG
+73.0%
+924.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +0.8% |
| 7D | -0.6% | +1.4% | -2.0% | -0.7% |
| 30D | +4.9% | +8.3% | -3.4% | +4.7% |
| 3M | +7.6% | -40.7% | +48.3% | +8.5% |
| 6M | +8.3% | -3.9% | +12.2% | +7.0% |
| YTD | +1.7% | +20.2% | -18.5% | -0.3% |
| 1Y | -6.8% | +17.6% | -24.4% | -9.1% |
| 3Y | +73.4% | -76.6% | +150.1% | +76.7% |
| 5Y | +161.2% | -87.1% | +248.3% | +168.9% |
| 10Y | +819.5% | +105.5% | +714.0% | +693.1% |
| All | +997.8% | +73.0% | +924.9% | +828.5% |
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