+95.9%
PRU vs SEDG
+84.0%
+11.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.9% | +8.4% | +0.4% |
| 7D | 0.0% | -7.3% | +7.2% | +0.6% |
| 30D | +7.9% | -25.3% | +33.3% | +10.6% |
| 3M | +0.9% | -24.1% | +25.0% | +2.9% |
| 6M | +22.4% | -39.9% | +62.3% | +24.8% |
| YTD | +12.7% | -15.8% | +28.5% | +8.8% |
| 1Y | +19.6% | -42.9% | +62.4% | +20.1% |
| 3Y | +54.0% | -65.9% | +119.9% | +49.9% |
| 5Y | +41.0% | -93.3% | +134.3% | +67.2% |
| All | +95.9% | +84.0% | +11.9% | +53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling