+155.4%
FSLR vs PCOR
-10.0%
+165.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +10.7% | +23.7% | -13.0% | +5.4% |
| 30D | +8.9% | +39.0% | -30.1% | +1.0% |
| 3M | -17.3% | +35.8% | -53.1% | -23.1% |
| 6M | -10.8% | +38.2% | -49.0% | -17.9% |
| YTD | -25.1% | +3.9% | -29.0% | -27.2% |
| 1Y | -29.4% | +5.7% | -35.1% | -31.9% |
| 3Y | +28.8% | +44.8% | -15.9% | +9.8% |
| 5Y | +68.3% | -19.8% | +88.1% | +45.1% |
| All | +155.4% | -10.0% | +165.4% | +119.6% |
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