+454.3%
FSLR vs PEGA
+175.4%
+278.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.2% | +8.5% | +5.2% |
| 7D | +6.8% | -2.4% | +9.2% | +7.3% |
| 30D | -14.7% | +9.6% | -24.3% | -16.6% |
| 3M | -22.6% | +2.3% | -24.9% | -23.7% |
| 6M | +12.7% | -23.9% | +36.6% | +17.9% |
| YTD | -18.4% | -39.8% | +21.4% | -10.5% |
| 1Y | +4.9% | -37.4% | +42.3% | +13.2% |
| 3Y | +16.4% | +53.1% | -36.7% | -8.7% |
| 5Y | +123.5% | -47.2% | +170.7% | +148.6% |
| 10Y | +454.3% | +174.3% | +280.0% | +370.3% |
| All | +454.3% | +175.4% | +278.9% | +370.3% |
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