-92.6%
SEDG vs PEGA
-45.8%
-46.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.6% | +3.2% |
| 7D | -11.2% | -8.6% | -2.5% | -9.0% |
| 30D | -15.3% | -10.1% | -5.2% | -13.1% |
| 3M | -19.9% | -4.7% | -15.2% | -19.5% |
| 6M | -36.2% | -8.0% | -28.2% | -35.9% |
| YTD | -7.6% | -47.1% | +39.6% | +6.9% |
| 1Y | -40.3% | -47.5% | +7.1% | -30.8% |
| 3Y | -62.5% | +40.2% | -102.8% | -72.7% |
| 5Y | -92.6% | -45.7% | -46.8% | -91.5% |
| All | -92.6% | -45.8% | -46.7% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling