-17.2%
PLUG vs SEDG
+70.6%
-87.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.7% | +2.4% |
| 7D | -0.9% | +8.9% | -9.8% | -4.4% |
| 30D | +3.3% | +0.9% | +2.4% | +2.0% |
| 3M | -39.7% | -53.2% | +13.5% | -21.6% |
| 6M | -12.5% | -9.9% | -2.6% | -19.9% |
| YTD | +10.2% | +18.5% | -8.4% | -12.7% |
| 1Y | +50.7% | +0.1% | +50.6% | +24.1% |
| 3Y | -74.5% | -78.9% | +4.4% | -67.2% |
| 5Y | -91.8% | -88.0% | -3.7% | -86.1% |
| 10Y | +43.7% | +97.5% | -53.8% | +21.9% |
| All | -17.2% | +70.6% | -87.7% | -28.6% |
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 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