+17.2%
PPG vs SEDG
+83.3%
-66.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.3% | -2.4% |
| 7D | -5.1% | +8.7% | -13.9% | -6.0% |
| 30D | -9.6% | +10.3% | -19.9% | -10.6% |
| 3M | -6.4% | -32.6% | +26.2% | -4.0% |
| 6M | +0.5% | -3.6% | +4.1% | -2.4% |
| YTD | +4.4% | +27.4% | -22.9% | -2.2% |
| 1Y | -0.9% | +24.9% | -25.8% | -8.3% |
| 3Y | -17.0% | -75.3% | +58.4% | -15.7% |
| 5Y | -23.7% | -86.3% | +62.7% | -19.7% |
| 10Y | +25.9% | +117.7% | -91.8% | -7.9% |
| All | +17.2% | +83.3% | -66.1% | -12.7% |
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 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