+143.4%
PEG vs SEDG
+106.4%
+37.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +0.1% |
| 7D | -0.9% | +1.4% | -2.3% | -1.0% |
| 30D | -3.7% | +8.3% | -12.0% | -4.2% |
| 3M | -7.3% | -40.7% | +33.4% | -5.5% |
| 6M | -10.5% | -3.9% | -6.6% | -12.0% |
| YTD | -7.5% | +20.2% | -27.7% | -10.6% |
| 1Y | -8.7% | +17.6% | -26.3% | -12.3% |
| 3Y | +31.4% | -76.6% | +108.0% | +34.4% |
| 5Y | +37.8% | -87.1% | +124.9% | +43.5% |
| All | +143.4% | +106.4% | +37.0% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling