+67.9%
FSLR vs PEG
+43.1%
+24.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.3% | -8.1% | -6.0% |
| 7D | +5.3% | +0.9% | +4.4% | +4.8% |
| 30D | +7.8% | +3.8% | +4.0% | +6.0% |
| 3M | -23.4% | +0.1% | -23.4% | -23.5% |
| 6M | -12.9% | -1.0% | -11.9% | -13.1% |
| YTD | -26.7% | -4.1% | -22.5% | -26.1% |
| 1Y | -28.4% | -6.9% | -21.6% | -27.0% |
| 3Y | +44.6% | +35.6% | +8.9% | +19.0% |
| 5Y | +67.9% | +42.8% | +25.2% | +27.9% |
| All | +67.9% | +43.1% | +24.8% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling