-31.5%
FSLR vs PCOR
-3.5%
-28.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.3% | -5.5% |
| 7D | -2.6% | +20.7% | -23.4% | -3.4% |
| 30D | +1.8% | +35.7% | -33.9% | +1.0% |
| 3M | -24.4% | +31.1% | -55.4% | -25.0% |
| 6M | -17.7% | +43.1% | -60.8% | -17.6% |
| YTD | -30.7% | +4.8% | -35.6% | -25.6% |
| All | -31.5% | -3.5% | -28.0% | -23.1% |
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 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