+1,645.9%
PLTR vs SEDG
-84.3%
+1,730.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.5% | -3.0% |
| 7D | -9.1% | +8.7% | -17.9% | -10.6% |
| 30D | -5.2% | +10.3% | -15.5% | -7.3% |
| 3M | +27.4% | -32.6% | +60.0% | +33.8% |
| 6M | +9.7% | -3.6% | +13.3% | +3.9% |
| YTD | -6.7% | +27.4% | -34.1% | -18.3% |
| 1Y | -0.5% | +24.9% | -25.4% | -14.5% |
| 3Y | +996.2% | -75.3% | +1,071.5% | +1,290.7% |
| 5Y | +531.1% | -86.3% | +617.4% | +861.4% |
| All | +1,645.9% | -84.3% | +1,730.2% | +2,453.1% |
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