-87.2%
SEDG vs PEGA
-48.2%
-39.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.8% |
| 7D | +3.6% | -6.1% | +9.8% | +5.3% |
| 30D | +9.3% | +6.4% | +2.9% | +7.3% |
| 3M | -39.1% | +2.9% | -42.0% | -40.3% |
| 6M | +1.8% | -23.8% | +25.6% | +7.5% |
| YTD | +22.0% | -41.1% | +63.1% | +37.8% |
| 1Y | +17.2% | -38.2% | +55.4% | +29.8% |
| 3Y | -76.3% | +49.8% | -126.2% | -82.9% |
| 5Y | -87.2% | -48.0% | -39.2% | -83.6% |
| All | -87.2% | -48.2% | -39.0% | -83.6% |
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