-77.5%
SEDG vs PENG
+108.8%
-186.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.3% | -1.2% |
| 7D | +8.9% | +4.5% | +4.3% | +7.0% |
| 30D | +0.9% | -7.1% | +8.0% | +2.7% |
| 3M | -53.2% | -27.3% | -26.0% | -48.9% |
| 6M | -9.9% | +169.6% | -179.4% | -40.4% |
| YTD | +18.5% | +164.6% | -146.1% | -22.0% |
| 1Y | +0.1% | +109.5% | -109.4% | -28.3% |
| All | -77.5% | +108.8% | -186.3% | -86.4% |
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