+425.6%
FSLR vs PENG
+762.7%
-337.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.4% | -7.9% | -2.7% |
| 7D | 0.0% | +4.5% | -4.5% | -1.0% |
| 30D | -13.7% | -7.1% | -6.6% | -12.7% |
| 3M | -35.1% | -27.3% | -7.8% | -32.5% |
| 6M | +3.6% | +169.6% | -165.9% | -18.7% |
| YTD | -21.7% | +164.6% | -186.4% | -38.7% |
| 1Y | +1.3% | +109.5% | -108.2% | -17.5% |
| 3Y | +9.7% | +98.9% | -89.2% | -16.9% |
| 5Y | +117.4% | +116.3% | +1.1% | +55.8% |
| All | +425.6% | +762.7% | -337.1% | +222.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling