+631.5%
FSLR vs PCAR
+608.4%
+23.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.4% | -5.5% |
| 7D | -2.6% | +3.5% | -6.1% | -4.9% |
| 30D | +1.8% | -2.3% | +4.1% | +2.9% |
| 3M | -24.4% | -19.3% | -5.0% | -13.8% |
| 6M | -17.7% | -7.1% | -10.6% | -14.3% |
| YTD | -30.7% | -2.8% | -27.9% | -30.2% |
| 1Y | -33.6% | +9.3% | -42.9% | -37.9% |
| 3Y | +35.1% | +33.5% | +1.6% | +6.0% |
| 5Y | +63.1% | +112.6% | -49.6% | -8.0% |
| 10Y | +466.4% | +276.9% | +189.5% | +103.3% |
| All | +631.5% | +608.4% | +23.1% | +50.4% |
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