-93.5%
SEDG vs PFGC
+138.1%
-231.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.2% |
| 7D | -13.3% | +3.4% | -16.7% | -14.4% |
| 30D | -21.9% | +16.9% | -38.8% | -27.6% |
| 3M | -25.9% | +6.4% | -32.3% | -28.6% |
| 6M | -44.2% | +16.0% | -60.2% | -49.0% |
| YTD | -17.3% | +23.6% | -41.0% | -28.9% |
| 1Y | -34.5% | +16.6% | -51.1% | -41.6% |
| 3Y | -66.7% | +82.3% | -149.0% | -77.8% |
| All | -93.5% | +138.1% | -231.6% | -96.6% |
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