+36.9%
FSLR vs PCAR
+31.0%
+5.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.2% | +3.8% |
| 7D | +15.3% | +0.1% | +15.3% | +15.3% |
| 30D | +11.7% | -4.6% | +16.2% | +13.8% |
| 3M | -17.6% | -22.6% | +5.0% | -8.1% |
| 6M | -7.7% | -12.0% | +4.2% | -2.6% |
| YTD | -23.0% | -6.1% | -16.9% | -20.6% |
| 1Y | -26.0% | +6.3% | -32.4% | -26.9% |
| 3Y | +36.9% | +31.8% | +5.1% | -15.8% |
| All | +36.9% | +31.0% | +5.9% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling