-61.7%
SEDG vs PENG
+184.4%
-246.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +12.4% | -7.4% | +0.2% |
| 7D | -8.5% | -19.4% | +11.0% | -1.1% |
| 30D | -17.0% | -42.4% | +25.4% | +0.2% |
| 3M | -15.8% | -25.6% | +9.9% | -10.5% |
| 6M | -32.3% | +7.3% | -39.5% | -40.1% |
| YTD | -4.6% | +113.9% | -118.5% | -40.1% |
| 1Y | -29.2% | +93.6% | -122.8% | -53.3% |
| 3Y | -61.7% | +170.2% | -231.9% | -84.2% |
| All | -61.7% | +184.4% | -246.0% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling