+221.7%
PR vs SEDG
-92.0%
+313.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | +1.4% |
| 7D | -16.4% | -8.5% | -8.0% | -15.7% |
| 30D | -1.9% | -17.0% | +15.1% | -0.2% |
| 3M | +8.0% | -15.8% | +23.7% | +9.2% |
| 6M | +4.1% | -32.3% | +36.4% | +4.9% |
| YTD | +58.7% | -4.6% | +63.3% | +50.6% |
| 1Y | +75.8% | -29.2% | +105.1% | +72.2% |
| 3Y | +73.2% | -61.7% | +134.8% | +67.0% |
| All | +221.7% | -92.0% | +313.8% | +369.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling