+94.3%
SEDG vs PENG
+755.0%
-660.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.4% | +6.8% |
| 7D | +12.1% | +7.8% | +4.3% | +9.4% |
| 30D | +14.7% | -12.2% | +26.9% | +18.8% |
| 3M | -43.0% | -20.6% | -22.4% | -40.0% |
| 6M | +9.0% | +180.9% | -171.9% | -24.2% |
| YTD | +26.3% | +162.3% | -136.0% | -10.9% |
| 1Y | +8.9% | +107.3% | -98.3% | -17.4% |
| 3Y | -75.5% | +110.8% | -186.3% | -83.1% |
| 5Y | -86.7% | +117.8% | -204.5% | -91.2% |
| All | +94.3% | +755.0% | -660.7% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PENG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling