-66.7%
SEDG vs PENG
+209.7%
-276.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | +0.3% |
| 7D | -13.3% | +13.2% | -26.5% | -17.7% |
| 30D | -21.9% | -29.9% | +8.1% | -12.6% |
| 3M | -25.9% | -22.2% | -3.7% | -22.5% |
| 6M | -44.2% | -1.9% | -42.4% | -48.8% |
| YTD | -17.3% | +142.1% | -159.5% | -50.8% |
| 1Y | -34.5% | +151.5% | -186.0% | -61.8% |
| 3Y | -66.7% | +206.9% | -273.6% | -87.3% |
| All | -66.7% | +209.7% | -276.4% | -87.3% |
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