+885.5%
PH vs SEDG
+70.6%
+814.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -3.1% | +8.9% | -11.9% | -4.0% |
| 30D | -3.2% | +0.9% | -4.1% | -3.6% |
| 3M | +10.6% | -53.2% | +63.8% | +18.6% |
| 6M | -2.1% | -9.9% | +7.7% | -4.9% |
| YTD | +10.2% | +18.5% | -8.4% | +2.7% |
| 1Y | +28.2% | +0.1% | +28.1% | +19.9% |
| 3Y | +134.9% | -78.9% | +213.8% | +147.3% |
| 5Y | +253.6% | -88.0% | +341.7% | +287.0% |
| 10Y | +804.7% | +97.5% | +707.3% | +552.1% |
| All | +885.5% | +70.6% | +814.9% | +647.2% |
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