+97.7%
PRU vs SEDG
+80.7%
+17.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.1% |
| 7D | +3.6% | -13.3% | +16.9% | +5.0% |
| 30D | +8.9% | -21.9% | +30.7% | +11.1% |
| 3M | +0.2% | -25.9% | +26.1% | +2.4% |
| 6M | +23.7% | -44.2% | +68.0% | +27.2% |
| YTD | +13.7% | -17.3% | +31.1% | +10.0% |
| 1Y | +20.6% | -34.5% | +55.1% | +19.4% |
| 3Y | +56.3% | -66.7% | +123.0% | +52.6% |
| 5Y | +42.3% | -93.4% | +135.8% | +69.0% |
| All | +97.7% | +80.7% | +17.1% | +55.3% |
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 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