-23.0%
PINS vs SEDG
-15.3%
-7.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.6% | +2.0% |
| 7D | -9.9% | +8.7% | -18.7% | -11.2% |
| 30D | -20.9% | +10.3% | -31.3% | -22.5% |
| 3M | -13.7% | -32.6% | +18.9% | -9.6% |
| 6M | -3.0% | -3.6% | +0.5% | -7.9% |
| YTD | -27.5% | +27.4% | -54.8% | -35.9% |
| 1Y | -46.8% | +24.9% | -71.7% | -54.8% |
| 3Y | -31.8% | -75.3% | +43.5% | -25.6% |
| 5Y | -65.4% | -86.3% | +20.9% | -57.4% |
| All | -23.0% | -15.3% | -7.7% | -38.0% |
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