+65.7%
PPL vs SEDG
+84.0%
-18.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.9% | +8.4% | -0.1% |
| 7D | -2.2% | -7.3% | +5.1% | -1.9% |
| 30D | +1.7% | -25.3% | +27.0% | +2.9% |
| 3M | +0.1% | -24.1% | +24.3% | +1.1% |
| 6M | -1.5% | -39.9% | +38.4% | -0.8% |
| YTD | +3.0% | -15.8% | +18.8% | +0.8% |
| 1Y | -1.4% | -42.9% | +41.4% | -1.5% |
| 3Y | +53.5% | -65.9% | +119.3% | +52.0% |
| 5Y | +46.4% | -93.3% | +139.7% | +61.0% |
| All | +65.7% | +84.0% | -18.3% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling