+438.6%
PWR vs SEDG
-86.8%
+525.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.9% |
| 7D | -0.2% | +8.7% | -8.9% | -1.4% |
| 30D | -7.7% | +10.3% | -18.1% | -9.2% |
| 3M | -4.9% | -32.6% | +27.7% | -1.0% |
| 6M | +9.7% | -3.6% | +13.3% | +6.7% |
| YTD | +46.7% | +27.4% | +19.3% | +35.8% |
| 1Y | +58.7% | +24.9% | +33.8% | +45.6% |
| 3Y | +200.7% | -75.3% | +276.0% | +246.8% |
| 5Y | +438.6% | -86.3% | +524.9% | +555.1% |
| All | +438.6% | -86.8% | +525.3% | +555.1% |
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