-19.4%
PSKY vs SEDG
-75.7%
+56.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +1.3% |
| 7D | -6.0% | +8.7% | -14.7% | -6.4% |
| 30D | +10.7% | +10.3% | +0.3% | +10.0% |
| 3M | +1.2% | -32.6% | +33.8% | +2.5% |
| 6M | +1.5% | -3.6% | +5.1% | -0.9% |
| YTD | -21.8% | +27.4% | -49.1% | -26.4% |
| 1Y | -30.2% | +24.9% | -55.1% | -34.7% |
| All | -19.4% | -75.7% | +56.3% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling