+67.5%
SEDG vs PSLV
+212.7%
-145.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | +1.4% | -3.5% | +4.9% | +2.5% |
| 30D | +8.3% | -2.1% | +10.5% | +8.8% |
| 3M | -40.7% | -1.6% | -39.0% | -40.9% |
| 6M | -3.9% | -25.5% | +21.6% | +3.9% |
| YTD | +20.2% | -11.4% | +31.6% | +14.9% |
| 1Y | +17.6% | +48.6% | -31.0% | -12.4% |
| 3Y | -76.6% | +166.9% | -243.5% | -86.9% |
| 5Y | -87.1% | +152.4% | -239.5% | -92.7% |
| 10Y | +105.5% | +187.8% | -82.3% | +0.8% |
| All | +67.5% | +212.7% | -145.2% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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