+496.9%
FSLR vs PCAR
+326.7%
+170.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.7% | -8.4% | -6.5% |
| 7D | +5.3% | +2.9% | +2.3% | +3.6% |
| 30D | +7.8% | -2.1% | +9.9% | +8.7% |
| 3M | -23.4% | -20.4% | -3.0% | -14.5% |
| 6M | -12.9% | -7.0% | -5.9% | -10.0% |
| YTD | -26.7% | -2.6% | -24.0% | -26.0% |
| 1Y | -28.4% | +9.8% | -38.2% | -31.9% |
| 3Y | +44.6% | +37.3% | +7.3% | +18.0% |
| 5Y | +67.9% | +116.4% | -48.5% | +6.5% |
| 10Y | +496.9% | +293.0% | +204.0% | +161.8% |
| All | +496.9% | +326.7% | +170.2% | +161.8% |
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