-17.9%
PLUG vs SEDG
+84.0%
-101.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -8.9% | +0.1% | -4.9% |
| 7D | -8.1% | -7.3% | -0.9% | -4.8% |
| 30D | -20.5% | -25.3% | +4.8% | -10.1% |
| 3M | -45.9% | -24.1% | -21.7% | -39.9% |
| 6M | -65.2% | -39.9% | -25.3% | -60.3% |
| YTD | -37.1% | -15.8% | -21.2% | -44.0% |
| 1Y | -54.6% | -42.9% | -11.7% | -51.9% |
| 3Y | -64.9% | -65.9% | +1.0% | -63.4% |
| 5Y | -97.1% | -93.3% | -3.8% | -93.5% |
| All | -17.9% | +84.0% | -101.9% | -22.1% |
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