-87.3%
SEDG vs PFGC
+110.3%
-197.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.4% |
| 7D | +1.4% | -4.8% | +6.2% | +3.5% |
| 30D | +8.3% | -12.5% | +20.8% | +14.6% |
| 3M | -40.7% | -9.7% | -30.9% | -38.4% |
| 6M | -3.9% | +7.0% | -10.9% | -9.5% |
| YTD | +20.2% | +4.5% | +15.7% | +12.6% |
| 1Y | +17.6% | -11.6% | +29.2% | +21.0% |
| 3Y | -76.6% | +58.5% | -135.1% | -83.1% |
| All | -87.3% | +110.3% | -197.6% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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