+24.9%
SEDG vs PEGA
-37.1%
+62.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +4.2% |
| 7D | +8.7% | -5.3% | +14.0% | +9.1% |
| 30D | +10.3% | +8.3% | +2.0% | +9.6% |
| 3M | -32.6% | +8.9% | -41.5% | -32.8% |
| 6M | -3.6% | -19.7% | +16.2% | -0.9% |
| YTD | +27.4% | -39.9% | +67.3% | +36.6% |
| 1Y | +24.9% | -36.4% | +61.3% | +32.7% |
| All | +24.9% | -37.1% | +62.1% | +32.7% |
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