+76.7%
SEDG vs PTC
+313.0%
-236.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | +0.1% | -9.0% | -9.0% |
| 7D | -7.3% | +0.8% | -8.1% | -7.7% |
| 30D | -25.3% | +1.2% | -26.5% | -25.8% |
| 3M | -24.1% | +32.6% | -56.8% | -37.6% |
| 6M | -39.9% | +36.1% | -76.0% | -52.8% |
| YTD | -15.8% | +12.7% | -28.5% | -27.1% |
| 1Y | -42.9% | +10.2% | -53.0% | -49.6% |
| 3Y | -65.9% | +29.4% | -95.3% | -73.3% |
| 5Y | -93.3% | +61.1% | -154.4% | -95.4% |
| All | +76.7% | +313.0% | -236.3% | -24.4% |
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