+166.7%
PEG vs SEDG
+81.7%
+85.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.5% | -5.8% | +0.4% |
| 7D | +1.0% | +12.1% | -11.1% | +0.5% |
| 30D | -1.9% | +14.7% | -16.6% | -2.6% |
| 3M | -3.7% | -43.0% | +39.4% | -1.8% |
| 6M | -9.4% | +9.0% | -18.5% | -11.4% |
| YTD | -6.0% | +26.3% | -32.3% | -9.1% |
| 1Y | -4.4% | +8.9% | -13.3% | -7.5% |
| 3Y | +33.5% | -75.5% | +109.0% | +35.4% |
| 5Y | +35.7% | -86.7% | +122.5% | +40.1% |
| 10Y | +140.4% | +110.6% | +29.8% | +107.5% |
| All | +166.7% | +81.7% | +85.0% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling