-44.7%
PLUG vs SEDG
+37.2%
-81.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.0% | +2.4% | +5.4% |
| 7D | +5.8% | -8.5% | +14.3% | +9.4% |
| 30D | -18.5% | -17.0% | -1.5% | -12.6% |
| 3M | -30.0% | -15.8% | -14.2% | -26.2% |
| 6M | -56.2% | -32.3% | -23.9% | -52.9% |
| YTD | -26.4% | -4.6% | -21.8% | -36.9% |
| 1Y | -42.2% | -29.2% | -13.0% | -44.5% |
| 3Y | -76.8% | -61.7% | -15.2% | -77.0% |
| 5Y | -96.2% | -92.0% | -4.2% | -92.7% |
| 10Y | +2.1% | +100.8% | -98.7% | -10.6% |
| All | -44.7% | +37.2% | -81.9% | -48.4% |
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