+57.6%
PPL vs SEDG
+103.5%
-46.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.4% |
| 7D | 0.0% | +3.6% | -3.6% | -0.1% |
| 30D | -1.3% | +9.3% | -10.6% | -1.8% |
| 3M | -2.6% | -39.1% | +36.5% | -1.0% |
| 6M | -8.4% | +1.8% | -10.2% | -10.3% |
| YTD | +0.2% | +22.0% | -21.8% | -3.3% |
| 1Y | -0.2% | +17.2% | -17.4% | -4.2% |
| 3Y | +52.9% | -76.3% | +129.3% | +57.9% |
| 5Y | +36.8% | -87.2% | +124.1% | +44.4% |
| 10Y | +57.6% | +108.6% | -51.0% | +35.7% |
| All | +57.6% | +103.5% | -46.0% | +35.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling