+112.2%
SEDG vs PTC
+200.2%
-88.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.5% |
| 7D | +8.7% | -14.2% | +23.0% | +18.2% |
| 30D | +10.3% | -14.4% | +24.8% | +20.0% |
| 3M | -32.6% | -4.7% | -27.9% | -33.0% |
| 6M | -3.6% | -19.3% | +15.7% | +4.2% |
| YTD | +27.4% | -26.1% | +53.5% | +44.4% |
| 1Y | +24.9% | -37.1% | +62.0% | +58.5% |
| 3Y | -75.3% | -10.4% | -64.9% | -75.5% |
| 5Y | -86.3% | +2.5% | -88.8% | -87.6% |
| All | +112.2% | +200.2% | -88.0% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling