-70.4%
PSKY vs SEDG
-87.2%
+16.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.8% | +2.6% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | +11.6% | +8.3% | +3.3% | +10.6% |
| 3M | +1.5% | -40.7% | +42.2% | +4.9% |
| 6M | +7.7% | -3.9% | +11.6% | +3.8% |
| YTD | -20.1% | +20.2% | -40.3% | -26.3% |
| 1Y | -38.3% | +17.6% | -55.9% | -43.6% |
| 3Y | -17.7% | -76.6% | +58.9% | -7.6% |
| All | -70.4% | -87.2% | +16.7% | -65.1% |
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 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