+16.4%
FSLR vs PEG
+34.5%
-18.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.1% |
| 7D | +6.8% | +1.0% | +5.8% | +6.5% |
| 30D | -14.7% | -1.9% | -12.8% | -14.2% |
| 3M | -22.6% | -3.7% | -18.9% | -21.8% |
| 6M | +12.7% | -9.4% | +22.1% | +16.1% |
| YTD | -18.4% | -6.0% | -12.4% | -17.3% |
| 1Y | +4.9% | -4.4% | +9.3% | +5.5% |
| 3Y | +16.4% | +33.5% | -17.1% | -13.9% |
| All | +16.4% | +34.5% | -18.1% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling