+159.2%
PR vs SEDG
+6.3%
+152.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.4% | +2.3% |
| 7D | -0.5% | -11.2% | +10.7% | +1.0% |
| 30D | -4.6% | -15.3% | +10.7% | -2.7% |
| 3M | +4.7% | -19.9% | +24.6% | +7.0% |
| 6M | +12.4% | -36.2% | +48.6% | +14.7% |
| YTD | +62.9% | -7.6% | +70.4% | +53.5% |
| 1Y | +70.6% | -40.3% | +110.9% | +70.8% |
| 3Y | +90.0% | -62.5% | +152.5% | +78.4% |
| 5Y | +255.5% | -92.6% | +348.1% | +330.6% |
| 10Y | +78.7% | +99.8% | -21.0% | +60.7% |
| All | +159.2% | +6.3% | +152.9% | +130.9% |
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