-87.7%
SEDG vs PENG
+115.2%
-203.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.3% | -1.3% |
| 7D | +8.9% | +4.5% | +4.3% | +6.9% |
| 30D | +0.9% | -7.1% | +8.0% | +2.8% |
| 3M | -53.2% | -27.3% | -26.0% | -48.6% |
| 6M | -9.9% | +169.6% | -179.4% | -42.7% |
| YTD | +18.5% | +164.6% | -146.1% | -24.9% |
| 1Y | +0.1% | +109.5% | -109.4% | -30.6% |
| 3Y | -78.9% | +98.9% | -177.8% | -86.9% |
| All | -87.7% | +115.2% | -203.0% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling