+33.2%
FSLR vs PENG
+153.0%
-119.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -23.0% | +23.7% | +4.9% |
| 7D | +10.7% | -36.7% | +47.4% | +19.3% |
| 30D | +8.9% | -42.0% | +50.9% | +18.6% |
| 3M | -17.3% | -33.2% | +15.9% | -13.1% |
| 6M | -10.8% | +2.1% | -12.9% | -16.0% |
| YTD | -25.1% | +90.3% | -115.3% | -38.5% |
| 1Y | -29.4% | +67.7% | -97.1% | -40.7% |
| All | +33.2% | +153.0% | -119.8% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling