+73.5%
SEDG vs PEGA
+97.3%
-23.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.2% |
| 7D | -13.3% | +0.1% | -13.4% | -13.5% |
| 30D | -21.9% | -4.1% | -17.7% | -21.1% |
| 3M | -25.9% | -2.8% | -23.1% | -25.9% |
| 6M | -44.2% | -0.4% | -43.8% | -45.6% |
| YTD | -17.3% | -45.4% | +28.1% | -1.7% |
| 1Y | -34.5% | -42.6% | +8.1% | -23.9% |
| 3Y | -66.7% | +45.4% | -112.1% | -77.9% |
| 5Y | -93.4% | -44.6% | -48.8% | -93.2% |
| All | +73.5% | +97.3% | -23.9% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling