+122.2%
PM vs SEDG
-75.9%
+198.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.5% | -5.3% | +1.2% |
| 7D | -1.3% | +12.1% | -13.4% | -1.4% |
| 30D | -2.6% | +14.7% | -17.3% | -2.6% |
| 3M | +5.8% | -43.0% | +48.8% | +6.2% |
| 6M | +10.6% | +9.0% | +1.5% | +9.3% |
| YTD | +17.2% | +26.3% | -9.1% | +15.5% |
| 1Y | +17.6% | +8.9% | +8.7% | +16.1% |
| All | +122.2% | -75.9% | +198.1% | +133.1% |
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 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