+42.4%
PRU vs SEDG
-92.4%
+134.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.4% |
| 7D | -2.8% | -11.2% | +8.3% | -2.2% |
| 30D | +8.5% | -15.3% | +23.8% | +9.4% |
| 3M | +1.7% | -19.9% | +21.7% | +2.7% |
| 6M | +24.8% | -36.2% | +60.9% | +25.9% |
| YTD | +13.3% | -7.6% | +20.8% | +9.9% |
| 1Y | +21.4% | -40.3% | +61.7% | +21.5% |
| 3Y | +54.8% | -62.5% | +117.3% | +54.6% |
| 5Y | +42.4% | -92.6% | +134.9% | +71.6% |
| All | +42.4% | -92.4% | +134.7% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling