+84.8%
PR vs SEDG
+94.8%
-9.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.8% |
| 7D | +2.9% | +8.9% | -6.0% | +1.7% |
| 30D | +18.0% | +0.9% | +17.2% | +17.5% |
| 3M | +16.9% | -53.2% | +70.1% | +27.4% |
| 6M | +28.2% | -9.9% | +38.1% | +23.5% |
| YTD | +69.3% | +18.5% | +50.8% | +54.7% |
| 1Y | +69.5% | +0.1% | +69.4% | +55.0% |
| 3Y | +81.7% | -78.9% | +160.6% | +93.6% |
| 5Y | +422.2% | -88.0% | +510.3% | +490.9% |
| All | +84.8% | +94.8% | -9.9% | +46.7% |
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 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