+132.4%
FSLR vs PCOR
-7.7%
+140.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.9% |
| 7D | -8.4% | +2.5% | -11.0% | -9.0% |
| 30D | -0.9% | +37.9% | -38.8% | -7.9% |
| 3M | -26.1% | +32.0% | -58.0% | -30.8% |
| 6M | -23.6% | +54.7% | -78.4% | -31.5% |
| YTD | -31.8% | +6.6% | -38.4% | -34.2% |
| 1Y | -32.6% | -1.7% | -30.9% | -33.5% |
| 3Y | +33.0% | +49.0% | -16.0% | +12.6% |
| 5Y | +56.8% | -12.5% | +69.3% | +34.4% |
| All | +132.4% | -7.7% | +140.1% | +98.7% |
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