+94.9%
PR vs SEDG
-65.9%
+160.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.4% |
| 7D | +6.0% | -13.3% | +19.3% | +7.0% |
| 30D | -4.2% | -21.9% | +17.7% | -2.6% |
| 3M | +10.0% | -25.9% | +35.8% | +11.8% |
| 6M | +15.6% | -44.2% | +59.8% | +17.9% |
| YTD | +68.2% | -17.3% | +85.5% | +63.7% |
| 1Y | +79.2% | -34.5% | +113.7% | +77.6% |
| 3Y | +94.9% | -66.7% | +161.6% | +78.5% |
| All | +94.9% | -65.9% | +160.8% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling