-47.7%
PLUG vs SEDG
+29.0%
-76.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.5% | -2.2% | -6.0% |
| 7D | -2.8% | -21.4% | +18.5% | +6.9% |
| 30D | -18.5% | -19.7% | +1.3% | -11.3% |
| 3M | -35.1% | -19.7% | -15.4% | -30.1% |
| 6M | -56.1% | -37.4% | -18.7% | -51.1% |
| YTD | -30.5% | -10.4% | -20.1% | -38.7% |
| 1Y | -46.5% | -43.0% | -3.5% | -43.1% |
| 3Y | -61.2% | -63.6% | +2.5% | -60.4% |
| 5Y | -96.6% | -92.5% | -4.1% | -93.2% |
| 10Y | +1.5% | +86.0% | -84.6% | -8.3% |
| All | -47.7% | +29.0% | -76.7% | -49.9% |
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