+166.8%
FSLR vs PCOR
-30.9%
+197.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.8% | -0.5% |
| 7D | 0.0% | -9.0% | +9.0% | +2.0% |
| 30D | -13.7% | +4.2% | -17.8% | -14.6% |
| 3M | -35.1% | +14.4% | -49.5% | -37.2% |
| 6M | +3.6% | +0.2% | +3.5% | +1.7% |
| YTD | -21.7% | -20.3% | -1.5% | -19.1% |
| 1Y | +1.3% | -16.1% | +17.4% | +2.8% |
| 3Y | +9.7% | -14.7% | +24.4% | +5.8% |
| 5Y | +117.4% | -43.2% | +160.5% | +100.4% |
| All | +166.8% | -30.9% | +197.7% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling