+60.0%
PPL vs SEDG
+110.6%
-50.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.4% |
| 7D | +1.8% | +12.1% | -10.4% | +1.2% |
| 30D | -1.1% | +14.7% | -15.8% | -1.8% |
| 3M | 0.0% | -43.0% | +43.1% | +2.0% |
| 6M | -7.6% | +9.0% | -16.6% | -9.8% |
| YTD | +1.7% | +26.3% | -24.5% | -2.0% |
| 1Y | +1.5% | +8.9% | -7.4% | -2.1% |
| 3Y | +55.3% | -75.5% | +130.8% | +60.1% |
| 5Y | +37.7% | -86.7% | +124.4% | +45.1% |
| All | +60.0% | +110.6% | -50.6% | +37.6% |
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