+418.1%
FSLR vs PCAR
+288.5%
+129.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -14.8% | +4.9% | -19.7% | -16.9% |
| 30D | -4.3% | -1.4% | -2.9% | -3.9% |
| 3M | -23.4% | -18.1% | -5.2% | -15.7% |
| 6M | -26.9% | -4.0% | -22.9% | -25.7% |
| YTD | -34.4% | -1.5% | -32.9% | -34.2% |
| 1Y | -33.2% | +13.2% | -46.4% | -37.4% |
| 3Y | +28.1% | +35.8% | -7.7% | +5.0% |
| 5Y | +54.5% | +114.6% | -60.1% | -1.8% |
| All | +418.1% | +288.5% | +129.6% | +122.2% |
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