+134.7%
PRU vs SEDG
+118.8%
+15.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.3% |
| 7D | -3.8% | +8.7% | -12.6% | -4.7% |
| 30D | -2.0% | +10.3% | -12.3% | -3.2% |
| 3M | +14.0% | -32.6% | +46.6% | +16.9% |
| 6M | +27.2% | -3.6% | +30.8% | +23.4% |
| YTD | +9.1% | +27.4% | -18.3% | +1.7% |
| 1Y | +18.1% | +24.9% | -6.9% | +8.5% |
| 3Y | +44.3% | -75.3% | +119.6% | +50.6% |
| 5Y | +45.7% | -86.3% | +132.0% | +57.7% |
| All | +134.7% | +118.8% | +15.9% | +84.8% |
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