+87.3%
PPL vs SEDG
+70.6%
+16.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +2.7% | +8.9% | -6.2% | +2.3% |
| 30D | +0.5% | +0.9% | -0.4% | +0.3% |
| 3M | +0.7% | -53.2% | +53.9% | +3.4% |
| 6M | -7.6% | -9.9% | +2.3% | -8.8% |
| YTD | +1.8% | +18.5% | -16.7% | -1.3% |
| 1Y | -0.8% | +0.1% | -0.9% | -3.7% |
| 3Y | +56.9% | -78.9% | +135.8% | +61.7% |
| 5Y | +39.5% | -88.0% | +127.6% | +46.1% |
| 10Y | +55.4% | +97.5% | -42.1% | +35.6% |
| All | +87.3% | +70.6% | +16.7% | +63.2% |
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 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