+92.0%
PPL vs SEDG
+38.0%
+54.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.2% | -8.4% | +7.2% | -0.9% |
| 30D | +4.2% | -14.1% | +18.4% | +4.8% |
| 3M | +1.5% | -12.9% | +14.4% | +1.8% |
| 6M | +1.0% | -33.0% | +34.1% | +1.4% |
| YTD | +4.4% | -4.1% | +8.5% | +1.9% |
| 1Y | +0.8% | -30.9% | +31.6% | -0.1% |
| 3Y | +56.5% | -60.7% | +117.1% | +53.6% |
| 5Y | +47.7% | -92.1% | +139.8% | +58.3% |
| 10Y | +64.4% | +97.6% | -33.2% | +43.7% |
| All | +92.0% | +38.0% | +54.1% | +68.6% |
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 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