+123.6%
FSLR vs PCOR
-7.6%
+131.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -14.8% | +3.0% | -17.8% | -15.4% |
| 30D | -4.3% | +38.7% | -43.0% | -11.1% |
| 3M | -23.4% | +24.9% | -48.2% | -27.4% |
| 6M | -26.9% | +68.8% | -95.7% | -35.7% |
| YTD | -34.4% | +6.7% | -41.1% | -36.7% |
| 1Y | -33.2% | +3.0% | -36.2% | -34.9% |
| 3Y | +28.1% | +48.6% | -20.6% | +8.5% |
| 5Y | +54.5% | -12.7% | +67.2% | +32.4% |
| All | +123.6% | -7.6% | +131.2% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling