-36.1%
SEDG vs PEGA
-44.8%
+8.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.3% | -10.4% | -12.6% |
| 7D | -14.2% | -1.6% | -12.6% | -14.1% |
| 30D | -23.0% | -3.0% | -20.1% | -22.9% |
| 3M | -22.7% | +5.8% | -28.5% | -23.2% |
| 6M | -41.3% | -8.8% | -32.5% | -40.6% |
| YTD | -9.2% | -43.5% | +34.3% | +1.2% |
| 1Y | -36.1% | -43.4% | +7.3% | -26.4% |
| All | -36.1% | -44.8% | +8.6% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling