+65.0%
PLUG vs SEDG
+110.6%
-45.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.5% | -2.4% | +1.3% |
| 7D | +8.1% | +12.1% | -4.0% | +2.8% |
| 30D | +3.7% | +14.7% | -11.0% | -3.2% |
| 3M | -29.2% | -43.0% | +13.9% | -14.2% |
| 6M | +6.1% | +9.0% | -2.9% | -11.9% |
| YTD | +14.7% | +26.3% | -11.6% | -13.4% |
| 1Y | +56.9% | +8.9% | +48.0% | +22.0% |
| 3Y | -71.6% | -75.5% | +3.9% | -64.8% |
| 5Y | -91.0% | -86.7% | -4.3% | -84.7% |
| All | +65.0% | +110.6% | -45.6% | +54.6% |
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