+100.2%
SEDG vs PFG
+251.1%
-150.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.7% | -6.2% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | +8.3% | +2.9% | +5.4% | +6.2% |
| 3M | -40.7% | +6.7% | -47.4% | -43.2% |
| 6M | -3.9% | +33.8% | -37.7% | -20.0% |
| YTD | +20.2% | +35.0% | -14.7% | -0.2% |
| 1Y | +17.6% | +46.4% | -28.8% | -7.2% |
| 3Y | -76.6% | +71.6% | -148.3% | -83.0% |
| 5Y | -87.1% | +113.7% | -200.8% | -91.6% |
| All | +100.2% | +251.1% | -150.8% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling