+132.6%
PSA vs SEDG
+83.3%
+49.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.2% |
| 7D | -3.6% | +8.7% | -12.4% | -4.1% |
| 30D | -9.4% | +10.3% | -19.7% | -9.9% |
| 3M | -8.2% | -32.6% | +24.4% | -7.0% |
| 6M | -1.8% | -3.6% | +1.7% | -3.8% |
| YTD | +15.7% | +27.4% | -11.6% | +11.1% |
| 1Y | +6.3% | +24.9% | -18.6% | +1.3% |
| 3Y | +21.6% | -75.3% | +96.9% | +21.4% |
| 5Y | +13.5% | -86.3% | +99.8% | +15.2% |
| 10Y | +101.3% | +117.7% | -16.5% | +72.0% |
| All | +132.6% | +83.3% | +49.4% | +95.1% |
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