-86.3%
SEDG vs PFG
+108.9%
-195.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.5% | +3.8% |
| 7D | +8.7% | -3.0% | +11.7% | +11.1% |
| 30D | +10.3% | +2.5% | +7.8% | +7.9% |
| 3M | -32.6% | +6.1% | -38.7% | -36.0% |
| 6M | -3.6% | +31.3% | -34.9% | -23.2% |
| YTD | +27.4% | +33.6% | -6.2% | +0.3% |
| 1Y | +24.9% | +48.5% | -23.6% | -10.1% |
| 3Y | -75.3% | +69.6% | -144.9% | -84.1% |
| 5Y | -86.3% | +111.5% | -197.8% | -92.4% |
| All | -86.3% | +108.9% | -195.2% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling