+74.9%
FSLR vs PEGA
-45.3%
+120.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.2% | +3.2% |
| 7D | +15.3% | -4.5% | +19.8% | +16.0% |
| 30D | +11.7% | -5.7% | +17.3% | +12.3% |
| 3M | -17.6% | +2.6% | -20.2% | -18.1% |
| 6M | -7.7% | -10.6% | +2.9% | -7.1% |
| YTD | -23.0% | -45.5% | +22.5% | -17.2% |
| 1Y | -26.0% | -44.8% | +18.7% | -20.6% |
| 3Y | +36.9% | +45.5% | -8.7% | +18.2% |
| All | +74.9% | -45.3% | +120.2% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling