+314.6%
PM vs SEDG
+70.6%
+244.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.0% |
| 7D | -4.9% | +8.9% | -13.8% | -5.1% |
| 30D | -3.4% | +0.9% | -4.3% | -3.5% |
| 3M | +5.2% | -53.2% | +58.4% | +7.4% |
| 6M | +3.7% | -9.9% | +13.6% | +2.5% |
| YTD | +15.8% | +18.5% | -2.8% | +12.9% |
| 1Y | +17.4% | +0.1% | +17.3% | +14.6% |
| 3Y | +116.9% | -78.9% | +195.8% | +120.8% |
| 5Y | +117.3% | -88.0% | +205.4% | +122.9% |
| 10Y | +193.8% | +97.5% | +96.3% | +149.7% |
| All | +314.6% | +70.6% | +244.1% | +220.4% |
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