+42.2%
SEDG vs PENG
+720.8%
-678.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.3% | -7.2% | -0.1% |
| 7D | -11.2% | +1.9% | -13.0% | -12.2% |
| 30D | -15.3% | -37.8% | +22.5% | -3.7% |
| 3M | -19.9% | -14.1% | -5.8% | -19.2% |
| 6M | -36.2% | +13.1% | -49.3% | -41.9% |
| YTD | -7.6% | +151.8% | -159.3% | -36.0% |
| 1Y | -40.3% | +136.0% | -176.3% | -57.8% |
| 3Y | -62.5% | +217.9% | -280.5% | -76.5% |
| 5Y | -92.6% | +64.1% | -156.6% | -94.8% |
| All | +42.2% | +720.8% | -678.6% | -24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling