+153.3%
PRU vs SEDG
+70.6%
+82.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.1% |
| 7D | +1.9% | +8.9% | -7.0% | +1.0% |
| 30D | +2.7% | +0.9% | +1.8% | +2.4% |
| 3M | +19.5% | -53.2% | +72.7% | +27.1% |
| 6M | +26.6% | -9.9% | +36.5% | +23.5% |
| YTD | +12.3% | +18.5% | -6.2% | +5.5% |
| 1Y | +18.0% | +0.1% | +17.9% | +11.1% |
| 3Y | +47.0% | -78.9% | +125.9% | +54.8% |
| 5Y | +48.4% | -88.0% | +136.5% | +61.5% |
| 10Y | +142.4% | +97.5% | +45.0% | +73.9% |
| All | +153.3% | +70.6% | +82.7% | +76.6% |
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 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