+691.3%
FSLR vs PCAR
+601.2%
+90.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.6% |
| 7D | +10.7% | +2.2% | +8.5% | +9.2% |
| 30D | +8.9% | -4.4% | +13.3% | +11.8% |
| 3M | -17.3% | -21.4% | +4.1% | -4.0% |
| 6M | -10.8% | -7.3% | -3.4% | -6.8% |
| YTD | -25.1% | -3.8% | -21.3% | -23.8% |
| 1Y | -29.4% | +6.3% | -35.7% | -32.7% |
| 3Y | +28.8% | +34.4% | -5.5% | +0.9% |
| 5Y | +68.3% | +109.2% | -40.9% | -3.8% |
| 10Y | +502.7% | +312.9% | +189.8% | +102.8% |
| All | +691.3% | +601.2% | +90.1% | +64.1% |
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