+8.9%
SEDG vs PENG
+106.3%
-97.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.4% | +6.9% |
| 7D | +12.1% | +7.8% | +4.3% | +8.9% |
| 30D | +14.7% | -12.2% | +26.9% | +19.4% |
| 3M | -43.0% | -20.6% | -22.4% | -39.7% |
| 6M | +9.0% | +180.9% | -171.9% | -27.5% |
| YTD | +26.3% | +162.3% | -136.0% | -15.6% |
| 1Y | +8.9% | +107.3% | -98.3% | -20.2% |
| All | +8.9% | +106.3% | -97.3% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling