+596.4%
FSLR vs PEG
+378.6%
+217.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -3.9% | -3.7% |
| 7D | -12.0% | +2.3% | -14.3% | -13.3% |
| 30D | -7.7% | +6.1% | -13.8% | -11.2% |
| 3M | -24.0% | -0.5% | -23.5% | -24.0% |
| 6M | -24.4% | -3.2% | -21.3% | -23.7% |
| YTD | -34.0% | -4.4% | -29.6% | -33.1% |
| 1Y | -35.6% | -7.4% | -28.2% | -33.4% |
| 3Y | +28.7% | +33.9% | -5.3% | +2.9% |
| 5Y | +55.3% | +42.3% | +13.0% | +17.2% |
| 10Y | +437.4% | +166.4% | +271.1% | +143.5% |
| All | +596.4% | +378.6% | +217.8% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling