+752.3%
PLTR vs SEDG
-65.9%
+818.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.0% |
| 7D | +4.7% | -13.3% | +18.0% | +5.8% |
| 30D | -16.4% | -21.9% | +5.4% | -15.0% |
| 3M | -6.2% | -25.9% | +19.7% | -4.5% |
| 6M | +29.2% | -44.2% | +73.4% | +33.0% |
| YTD | -5.5% | -17.3% | +11.8% | -6.4% |
| 1Y | -2.4% | -34.5% | +32.1% | -1.8% |
| 3Y | +752.3% | -66.7% | +819.0% | +935.9% |
| All | +752.3% | -65.9% | +818.2% | +935.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling