+256.9%
PLD vs SEDG
+84.0%
+172.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.9% | +7.8% | -0.3% |
| 7D | 0.0% | -7.3% | +7.3% | +0.6% |
| 30D | -3.7% | -25.3% | +21.6% | -1.5% |
| 3M | -7.9% | -24.1% | +16.2% | -6.2% |
| 6M | -9.2% | -39.9% | +30.7% | -7.8% |
| YTD | +3.1% | -15.8% | +18.9% | -0.5% |
| 1Y | +6.2% | -42.9% | +49.1% | +6.3% |
| 3Y | +35.4% | -65.9% | +101.3% | +31.5% |
| 5Y | +0.1% | -93.3% | +93.4% | +13.3% |
| All | +256.9% | +84.0% | +172.9% | +178.6% |
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