-21.2%
PINS vs SEDG
-38.5%
+17.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.7% | +1.0% |
| 7D | -9.4% | -11.2% | +1.8% | -7.7% |
| 30D | -10.2% | -15.3% | +5.1% | -8.1% |
| 3M | -19.0% | -19.9% | +0.9% | -16.8% |
| 6M | -7.4% | -36.2% | +28.8% | -4.7% |
| YTD | -25.7% | -7.6% | -18.2% | -31.2% |
| 1Y | -29.7% | -40.3% | +10.6% | -29.6% |
| 3Y | -38.1% | -62.5% | +24.4% | -43.3% |
| 5Y | -57.3% | -92.6% | +35.3% | -39.6% |
| All | -21.2% | -38.5% | +17.3% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling