+417.1%
FSLR vs PENG
+597.2%
-180.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.4% | -9.6% | +0.3% |
| 7D | +15.3% | -19.4% | +34.8% | +18.8% |
| 30D | +11.7% | -42.4% | +54.1% | +22.4% |
| 3M | -17.6% | -25.6% | +8.0% | -15.0% |
| 6M | -7.7% | +7.3% | -15.0% | -14.1% |
| YTD | -23.0% | +113.9% | -136.9% | -38.6% |
| 1Y | -26.0% | +93.6% | -119.6% | -39.9% |
| 3Y | +36.9% | +170.2% | -133.4% | -1.9% |
| 5Y | +72.9% | +44.2% | +28.7% | +31.5% |
| All | +417.1% | +597.2% | -180.1% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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