+726.4%
FSLR vs PCAR
+736.7%
-10.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | 0.0% | -0.5% | +0.5% | +0.3% |
| 30D | -13.7% | -6.2% | -7.4% | -10.2% |
| 3M | -35.1% | +5.9% | -41.0% | -37.5% |
| 6M | +3.6% | +0.4% | +3.2% | +2.7% |
| YTD | -21.7% | +14.8% | -36.6% | -28.7% |
| 1Y | +1.3% | +30.1% | -28.8% | -15.3% |
| 3Y | +9.7% | +66.7% | -56.9% | -25.0% |
| 5Y | +117.4% | +166.1% | -48.8% | +6.5% |
| 10Y | +435.5% | +353.7% | +81.8% | +70.8% |
| All | +726.4% | +736.7% | -10.4% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling