-14.8%
PNR vs SEDG
-77.1%
+62.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.4% | +0.1% |
| 7D | -6.0% | +1.4% | -7.4% | -6.2% |
| 30D | -14.0% | +8.3% | -22.3% | -14.6% |
| 3M | -21.7% | -40.7% | +19.0% | -19.5% |
| 6M | -37.3% | -3.9% | -33.4% | -38.9% |
| YTD | -45.1% | +20.2% | -65.3% | -48.0% |
| 1Y | -49.1% | +17.6% | -66.7% | -52.2% |
| 3Y | -14.8% | -76.6% | +61.8% | -3.7% |
| All | -14.8% | -77.1% | +62.3% | -3.7% |
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