+32.9%
SEDG vs PEGA
+217.5%
-184.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.5% | +8.5% | +6.3% |
| 7D | -8.5% | -4.5% | -3.9% | -6.9% |
| 30D | -17.0% | -5.7% | -11.4% | -15.6% |
| 3M | -15.8% | +2.7% | -18.5% | -17.4% |
| 6M | -32.3% | -10.5% | -21.7% | -31.3% |
| YTD | -4.6% | -45.4% | +40.8% | +13.5% |
| 1Y | -29.2% | -44.7% | +15.5% | -16.1% |
| 3Y | -61.7% | +45.7% | -107.3% | -74.2% |
| 5Y | -92.0% | -45.3% | -46.7% | -91.8% |
| 10Y | +100.8% | +102.6% | -1.8% | +20.4% |
| All | +32.9% | +217.5% | -184.6% | -32.2% |
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