+52.6%
FSLR vs PENG
+56.5%
-3.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +4.9% | +0.5% |
| 7D | -14.8% | +13.2% | -28.0% | -17.1% |
| 30D | -4.3% | -29.9% | +25.6% | +0.9% |
| 3M | -23.4% | -22.2% | -1.1% | -21.8% |
| 6M | -26.9% | -1.9% | -25.1% | -30.9% |
| YTD | -34.4% | +142.1% | -176.5% | -49.4% |
| 1Y | -33.2% | +151.5% | -184.7% | -49.0% |
| 3Y | +28.1% | +206.9% | -178.9% | -12.6% |
| All | +52.6% | +56.5% | -3.9% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling