-91.0%
PLUG vs SEDG
-87.2%
-3.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.5% | -2.4% | +1.1% |
| 7D | +8.1% | +12.1% | -4.0% | +2.4% |
| 30D | +3.7% | +14.7% | -11.0% | -3.8% |
| 3M | -29.2% | -43.0% | +13.9% | -12.8% |
| 6M | +6.1% | +9.0% | -2.9% | -14.8% |
| YTD | +14.7% | +26.3% | -11.6% | -17.7% |
| 1Y | +56.9% | +8.9% | +48.0% | +15.7% |
| 3Y | -71.6% | -75.5% | +3.9% | -55.4% |
| 5Y | -91.0% | -86.7% | -4.3% | -78.7% |
| All | -91.0% | -87.2% | -3.9% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling