+66.6%
PR vs SEDG
+116.6%
-50.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | +1.2% |
| 7D | -16.4% | -8.5% | -8.0% | -15.5% |
| 30D | -1.9% | -17.0% | +15.1% | +0.4% |
| 3M | +8.0% | -15.8% | +23.7% | +9.6% |
| 6M | +4.1% | -32.3% | +36.4% | +5.3% |
| YTD | +58.7% | -4.6% | +63.3% | +48.5% |
| 1Y | +75.8% | -29.2% | +105.1% | +71.2% |
| 3Y | +73.2% | -61.7% | +134.8% | +61.9% |
| 5Y | +230.1% | -92.0% | +322.1% | +301.4% |
| All | +66.6% | +116.6% | -50.0% | +35.0% |
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