+36.9%
FSLR vs PCOR
+43.8%
-6.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +15.3% | +22.7% | -7.4% | +11.1% |
| 30D | +11.7% | +37.5% | -25.8% | +5.5% |
| 3M | -17.6% | +35.2% | -52.8% | -22.1% |
| 6M | -7.7% | +42.2% | -50.0% | -13.7% |
| YTD | -23.0% | +3.6% | -26.6% | -23.0% |
| 1Y | -26.0% | -4.8% | -21.3% | -24.3% |
| 3Y | +36.9% | +48.3% | -11.5% | -4.4% |
| All | +36.9% | +43.8% | -6.9% | -4.4% |
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