+156.9%
PHM vs SEDG
-87.2%
+244.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +2.2% |
| 7D | -5.0% | +1.4% | -6.4% | -5.2% |
| 30D | -8.4% | +8.3% | -16.7% | -9.5% |
| 3M | -4.4% | -40.7% | +36.2% | -0.3% |
| 6M | -3.7% | -3.9% | +0.2% | -7.6% |
| YTD | +1.3% | +20.2% | -18.9% | -6.8% |
| 1Y | -14.0% | +17.6% | -31.6% | -22.2% |
| 3Y | +48.1% | -76.6% | +124.7% | +62.2% |
| All | +156.9% | -87.2% | +244.1% | +194.4% |
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