+342.9%
FSLR vs PENG
+735.0%
-392.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.6% |
| 7D | -12.0% | +34.6% | -46.6% | -17.4% |
| 30D | -7.7% | -35.9% | +28.3% | -1.1% |
| 3M | -24.0% | -14.7% | -9.3% | -23.9% |
| 6M | -24.4% | +13.5% | -38.0% | -30.5% |
| YTD | -34.0% | +156.1% | -190.2% | -49.4% |
| 1Y | -35.6% | +141.3% | -176.9% | -50.1% |
| 3Y | +28.7% | +223.4% | -194.8% | -11.3% |
| 5Y | +55.3% | +67.4% | -12.1% | +14.4% |
| All | +342.9% | +735.0% | -392.1% | +166.4% |
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