+495.8%
FSLR vs PEGA
+101.6%
+394.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.2% | +3.5% |
| 7D | +15.3% | -4.5% | +19.8% | +16.5% |
| 30D | +11.7% | -5.7% | +17.3% | +12.8% |
| 3M | -17.6% | +2.7% | -20.3% | -18.6% |
| 6M | -7.7% | -10.5% | +2.8% | -6.9% |
| YTD | -23.0% | -45.4% | +22.4% | -13.6% |
| 1Y | -26.0% | -44.7% | +18.7% | -17.4% |
| 3Y | +36.9% | +45.7% | -8.8% | +6.2% |
| 5Y | +72.9% | -45.3% | +118.2% | +87.7% |
| All | +495.8% | +101.6% | +394.2% | +348.0% |
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