+447.0%
FSLR vs PEG
+139.0%
+308.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.4% | -4.2% |
| 7D | +0.2% | -0.1% | +0.3% | +0.3% |
| 30D | -15.1% | -1.7% | -13.4% | -14.5% |
| 3M | -22.5% | -6.8% | -15.8% | -20.4% |
| 6M | +4.0% | -11.4% | +15.3% | +8.9% |
| YTD | -22.3% | -7.2% | -15.0% | -20.3% |
| 1Y | 0.0% | -6.1% | +6.1% | +1.8% |
| 3Y | +10.9% | +31.8% | -20.9% | -5.1% |
| 5Y | +105.4% | +35.6% | +69.8% | +71.4% |
| 10Y | +447.0% | +148.7% | +298.3% | +225.8% |
| All | +447.0% | +139.0% | +308.0% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling