+267.7%
PR vs SEDG
-93.5%
+361.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.4% |
| 7D | +6.0% | -13.3% | +19.3% | +7.5% |
| 30D | -4.2% | -21.9% | +17.7% | -2.0% |
| 3M | +10.0% | -25.9% | +35.8% | +12.7% |
| 6M | +15.6% | -44.2% | +59.8% | +19.0% |
| YTD | +68.2% | -17.3% | +85.5% | +61.9% |
| 1Y | +79.2% | -34.5% | +113.7% | +77.0% |
| 3Y | +94.9% | -66.7% | +161.6% | +90.6% |
| All | +267.7% | -93.5% | +361.1% | +477.3% |
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