+65.2%
SEDG vs PFG
+250.2%
-185.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +2.1% |
| 7D | +8.9% | +5.5% | +3.4% | +5.1% |
| 30D | +0.9% | +2.4% | -1.5% | -0.8% |
| 3M | -53.2% | +13.6% | -66.8% | -57.1% |
| 6M | -9.9% | +27.9% | -37.7% | -23.3% |
| YTD | +18.5% | +35.6% | -17.0% | -2.4% |
| 1Y | +0.1% | +48.5% | -48.3% | -22.3% |
| 3Y | -78.9% | +66.9% | -145.7% | -84.6% |
| 5Y | -88.0% | +111.0% | -199.0% | -92.4% |
| 10Y | +97.5% | +244.5% | -147.0% | -21.5% |
| All | +65.2% | +250.2% | -185.0% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling