+324.1%
PLD vs SEDG
+29.0%
+295.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.2% |
| 7D | +0.8% | -21.4% | +22.1% | +2.8% |
| 30D | +0.5% | -19.7% | +20.2% | +2.2% |
| 3M | -5.5% | -19.7% | +14.2% | -4.2% |
| 6M | -8.3% | -37.4% | +29.1% | -7.2% |
| YTD | +4.3% | -10.4% | +14.7% | +0.4% |
| 1Y | +7.4% | -43.0% | +50.4% | +7.8% |
| 3Y | +37.1% | -63.6% | +100.7% | +32.2% |
| 5Y | +1.3% | -92.5% | +93.8% | +11.9% |
| 10Y | +267.4% | +86.0% | +181.4% | +186.1% |
| All | +324.1% | +29.0% | +295.1% | +233.2% |
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