+726.4%
FSLR vs PEGA
+1,486.6%
-760.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.1% |
| 7D | 0.0% | +3.3% | -3.3% | -1.0% |
| 30D | -13.7% | +17.7% | -31.4% | -17.9% |
| 3M | -35.1% | +5.8% | -40.9% | -37.0% |
| 6M | +3.6% | -20.3% | +23.9% | +8.1% |
| YTD | -21.7% | -37.1% | +15.4% | -13.5% |
| 1Y | +1.3% | -30.2% | +31.5% | +7.4% |
| 3Y | +9.7% | +48.1% | -38.4% | -17.0% |
| 5Y | +117.4% | -46.8% | +164.2% | +119.9% |
| 10Y | +435.5% | +191.3% | +244.2% | +175.4% |
| All | +726.4% | +1,486.6% | -760.2% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling