-76.3%
SEDG vs PFG
+67.4%
-143.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -2.7% |
| 7D | +3.6% | +3.2% | +0.4% | +0.6% |
| 30D | +9.3% | +0.9% | +8.4% | +7.9% |
| 3M | -39.1% | +7.7% | -46.8% | -43.2% |
| 6M | +1.8% | +29.0% | -27.2% | -19.7% |
| YTD | +22.0% | +32.5% | -10.4% | -5.8% |
| 1Y | +17.2% | +47.3% | -30.1% | -18.6% |
| All | -76.3% | +67.4% | -143.7% | -87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling