-96.4%
PLUG vs SEDG
-92.2%
-4.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.0% | +2.4% | +5.1% |
| 7D | +5.8% | -8.5% | +14.3% | +9.8% |
| 30D | -18.5% | -17.0% | -1.5% | -11.9% |
| 3M | -30.0% | -15.8% | -14.2% | -25.8% |
| 6M | -56.2% | -32.3% | -23.9% | -52.9% |
| YTD | -26.4% | -4.6% | -21.8% | -40.3% |
| 1Y | -42.2% | -29.2% | -13.0% | -46.2% |
| 3Y | -76.8% | -61.7% | -15.2% | -75.7% |
| All | -96.4% | -92.2% | -4.3% | -87.7% |
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