+57.2%
PPL vs SEDG
-63.6%
+120.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -0.6% |
| 7D | +0.4% | -8.5% | +8.9% | +0.5% |
| 30D | +5.4% | -17.0% | +22.5% | +5.6% |
| 3M | +4.3% | -15.8% | +20.1% | +4.4% |
| 6M | -1.3% | -32.3% | +30.9% | -1.5% |
| YTD | +4.7% | -4.6% | +9.3% | +3.5% |
| 1Y | +1.3% | -29.2% | +30.5% | +0.6% |
| 3Y | +57.2% | -61.7% | +118.9% | +58.7% |
| All | +57.2% | -63.6% | +120.8% | +58.7% |
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