+169.5%
PR vs SEDG
+36.3%
+133.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +27.1% |
| 6M | +28.2% | -9.9% | +38.1% | +23.7% |
| YTD | +69.3% | +18.5% | +50.8% | +55.2% |
| 1Y | +69.5% | +0.1% | +69.4% | +55.5% |
| 3Y | +81.7% | -78.9% | +160.6% | +92.5% |
| 5Y | +422.2% | -88.0% | +510.3% | +486.4% |
| 10Y | +110.4% | +97.5% | +12.9% | +82.4% |
| All | +169.5% | +36.3% | +133.2% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling