+82.2%
PR vs SEDG
+84.0%
-1.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.9% | +10.9% | +3.3% |
| 7D | +6.7% | -7.3% | +14.0% | +7.7% |
| 30D | -6.1% | -25.3% | +19.2% | -2.6% |
| 3M | +6.9% | -24.1% | +31.0% | +10.0% |
| 6M | +14.6% | -39.9% | +54.5% | +17.7% |
| YTD | +66.1% | -15.8% | +81.9% | +58.0% |
| 1Y | +77.0% | -42.9% | +119.9% | +78.0% |
| 3Y | +93.8% | -65.9% | +159.7% | +83.9% |
| 5Y | +268.2% | -93.3% | +361.5% | +359.9% |
| All | +82.2% | +84.0% | -1.8% | +50.8% |
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