+726.4%
FSLR vs PEG
+367.3%
+359.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | 0.0% | +0.7% | -0.7% | -0.4% |
| 30D | -13.7% | -2.4% | -11.2% | -12.4% |
| 3M | -35.1% | -4.8% | -30.3% | -33.5% |
| 6M | +3.6% | -10.7% | +14.3% | +10.0% |
| YTD | -21.7% | -6.7% | -15.1% | -19.4% |
| 1Y | +1.3% | -6.8% | +8.1% | +4.2% |
| 3Y | +9.7% | +34.5% | -24.8% | -12.4% |
| 5Y | +117.4% | +35.8% | +81.6% | +68.7% |
| 10Y | +435.5% | +141.7% | +293.8% | +159.2% |
| All | +726.4% | +367.3% | +359.1% | +75.6% |
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