+9.6%
FSLR vs PCOR
-14.4%
+24.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.8% | -0.8% |
| 7D | 0.0% | -9.0% | +9.0% | +1.5% |
| 30D | -13.7% | +4.2% | -17.8% | -14.3% |
| 3M | -35.1% | +14.4% | -49.5% | -36.4% |
| 6M | +3.6% | +0.2% | +3.5% | +2.7% |
| YTD | -21.7% | -20.3% | -1.5% | -18.3% |
| 1Y | +1.3% | -16.1% | +17.4% | +4.0% |
| All | +9.6% | -14.4% | +24.0% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling