+455.6%
FSLR vs PEGA
+94.5%
+361.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | -8.4% | -8.6% | +0.2% | -6.6% |
| 30D | -0.9% | -10.1% | +9.2% | +1.3% |
| 3M | -26.1% | -4.7% | -21.3% | -25.7% |
| 6M | -23.6% | -8.0% | -15.7% | -23.4% |
| YTD | -31.8% | -47.1% | +15.3% | -23.0% |
| 1Y | -32.6% | -47.5% | +14.9% | -23.7% |
| 3Y | +33.0% | +40.2% | -7.3% | +4.1% |
| 5Y | +56.8% | -45.7% | +102.5% | +69.7% |
| 10Y | +455.6% | +85.1% | +370.5% | +308.0% |
| All | +455.6% | +94.5% | +361.1% | +308.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling