+495.8%
FSLR vs PCAR
+296.2%
+199.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.2% | +3.9% |
| 7D | +15.3% | +0.1% | +15.3% | +15.3% |
| 30D | +11.7% | -4.6% | +16.2% | +14.1% |
| 3M | -17.6% | -22.6% | +5.0% | -6.7% |
| 6M | -7.7% | -12.0% | +4.2% | -2.0% |
| YTD | -23.0% | -6.1% | -16.9% | -20.8% |
| 1Y | -26.0% | +6.3% | -32.4% | -28.4% |
| 3Y | +36.9% | +31.8% | +5.1% | +14.4% |
| 5Y | +72.9% | +104.2% | -31.2% | +13.7% |
| All | +495.8% | +296.2% | +199.6% | +187.8% |
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