-33.3%
SEDG vs PEGA
-45.2%
+11.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | +2.1% | -11.0% | -9.0% |
| 7D | -7.3% | -4.6% | -2.7% | -7.1% |
| 30D | -25.3% | -6.8% | -18.5% | -25.2% |
| 3M | -24.1% | +2.6% | -26.7% | -24.3% |
| 6M | -39.9% | -5.4% | -34.5% | -39.3% |
| YTD | -15.8% | -46.0% | +30.2% | -14.0% |
| All | -33.3% | -45.2% | +11.9% | -33.1% |
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