+355.8%
PM vs SEDG
+19.0%
+336.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.2% |
| 7D | +0.5% | -13.3% | +13.9% | +1.0% |
| 30D | -3.2% | -21.9% | +18.6% | -2.5% |
| 3M | +6.2% | -25.9% | +32.1% | +7.0% |
| 6M | +7.7% | -44.2% | +51.9% | +8.4% |
| YTD | +27.3% | -17.3% | +44.6% | +25.4% |
| 1Y | +32.8% | -34.5% | +67.3% | +31.9% |
| 3Y | +150.0% | -66.7% | +216.7% | +146.6% |
| 5Y | +164.2% | -93.4% | +257.7% | +178.7% |
| 10Y | +265.7% | +78.7% | +187.1% | +210.7% |
| All | +355.8% | +19.0% | +336.9% | +255.8% |
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