+447.0%
FSLR vs PCAR
+361.0%
+86.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.5% |
| 7D | +0.2% | -0.2% | +0.5% | +0.3% |
| 30D | -15.1% | -6.9% | -8.3% | -12.2% |
| 3M | -22.5% | +2.1% | -24.6% | -23.4% |
| 6M | +4.0% | +1.6% | +2.4% | +2.7% |
| YTD | -22.3% | +12.2% | -34.5% | -26.7% |
| 1Y | 0.0% | +28.0% | -28.0% | -11.9% |
| 3Y | +10.9% | +61.0% | -50.1% | -16.1% |
| 5Y | +105.4% | +163.9% | -58.5% | +18.5% |
| 10Y | +447.0% | +367.9% | +79.1% | +137.6% |
| All | +447.0% | +361.0% | +86.0% | +137.6% |
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