+65.2%
SEDG vs PEGA
+265.8%
-200.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.5% |
| 7D | +8.9% | +3.3% | +5.6% | +7.6% |
| 30D | +0.9% | +17.7% | -16.9% | -5.2% |
| 3M | -53.2% | +5.8% | -59.0% | -54.9% |
| 6M | -9.9% | -20.3% | +10.4% | -5.0% |
| YTD | +18.5% | -37.1% | +55.7% | +35.0% |
| 1Y | +0.1% | -30.2% | +30.3% | +8.4% |
| 3Y | -78.9% | +48.1% | -127.0% | -85.5% |
| 5Y | -88.0% | -46.8% | -41.2% | -87.1% |
| 10Y | +97.5% | +191.3% | -93.9% | +2.1% |
| All | +65.2% | +265.8% | -200.5% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling