+466.4%
FSLR vs PCAR
+292.6%
+173.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | -2.6% | +3.8% | -6.5% | -4.6% |
| 30D | +1.8% | -2.0% | +3.7% | +2.5% |
| 3M | -24.4% | -19.1% | -5.3% | -16.2% |
| 6M | -17.7% | -6.8% | -10.9% | -15.1% |
| YTD | -30.7% | -2.5% | -28.3% | -30.2% |
| 1Y | -33.6% | +9.7% | -43.3% | -36.8% |
| 3Y | +35.1% | +34.0% | +1.2% | +11.7% |
| 5Y | +63.1% | +113.3% | -50.3% | +4.0% |
| 10Y | +466.4% | +278.2% | +188.3% | +150.1% |
| All | +466.4% | +292.6% | +173.9% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling