-32.3%
SEDG vs PEGA
-12.0%
-20.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.5% | +8.5% | +5.3% |
| 7D | -8.5% | -4.5% | -3.9% | -8.1% |
| 30D | -17.0% | -5.7% | -11.4% | -16.8% |
| 3M | -15.8% | +2.7% | -18.5% | -16.3% |
| 6M | -32.3% | -10.5% | -21.7% | -24.7% |
| All | -32.3% | -12.0% | -20.2% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling