+674.5%
FSLR vs PEG
+380.1%
+294.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.3% | -8.1% | -6.7% |
| 7D | +5.3% | +0.9% | +4.4% | +4.5% |
| 30D | +7.8% | +3.8% | +4.0% | +5.0% |
| 3M | -23.4% | +0.1% | -23.4% | -23.6% |
| 6M | -12.9% | -1.0% | -11.9% | -13.1% |
| YTD | -26.7% | -4.1% | -22.5% | -25.8% |
| 1Y | -28.4% | -6.9% | -21.6% | -26.2% |
| 3Y | +44.6% | +35.6% | +8.9% | +14.7% |
| 5Y | +67.9% | +42.8% | +25.2% | +26.4% |
| 10Y | +496.9% | +160.2% | +336.7% | +175.1% |
| All | +674.5% | +380.1% | +294.4% | +61.6% |
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