-33.2%
FSLR vs PCOR
+1.3%
-34.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -14.8% | +3.0% | -17.8% | -14.9% |
| 30D | -4.3% | +38.7% | -43.0% | -4.9% |
| 3M | -23.4% | +24.9% | -48.2% | -24.3% |
| 6M | -26.9% | +68.8% | -95.7% | -25.8% |
| YTD | -34.4% | +6.7% | -41.1% | -30.4% |
| 1Y | -33.2% | +3.0% | -36.2% | -27.7% |
| All | -33.2% | +1.3% | -34.5% | -27.7% |
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 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