+31.5%
PEG vs SEDG
-75.7%
+107.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.5% | -0.2% |
| 7D | -0.9% | +8.7% | -9.6% | -1.1% |
| 30D | -2.8% | +10.3% | -13.1% | -3.0% |
| 3M | -6.9% | -32.6% | +25.7% | -6.5% |
| 6M | -11.4% | -3.6% | -7.8% | -12.2% |
| YTD | -7.4% | +27.4% | -34.8% | -9.1% |
| 1Y | -8.3% | +24.9% | -33.2% | -10.2% |
| All | +31.5% | -75.7% | +107.2% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling