-26.0%
FSLR vs PCOR
+4.0%
-30.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +19.7% | -15.0% | +4.0% |
| 7D | +10.3% | +21.8% | -11.5% | +9.7% |
| 30D | +10.4% | +39.5% | -29.1% | +9.8% |
| 3M | -20.2% | +35.2% | -55.4% | -20.5% |
| 6M | -8.0% | +21.7% | -29.7% | -8.5% |
| YTD | -25.5% | +3.9% | -29.5% | -22.8% |
| 1Y | -26.0% | +6.9% | -32.9% | -22.8% |
| All | -26.0% | +4.0% | -30.0% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling