+420.9%
FSLR vs PH
+700.5%
-279.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -2.5% |
| 7D | -12.0% | +7.4% | -19.3% | -15.0% |
| 30D | -7.7% | +0.5% | -8.1% | -8.3% |
| 3M | -24.0% | -10.2% | -13.8% | -20.6% |
| 6M | -24.4% | +8.9% | -33.4% | -28.1% |
| YTD | -34.0% | +9.7% | -43.7% | -37.8% |
| 1Y | -35.6% | +12.8% | -48.4% | -40.0% |
| 3Y | +28.7% | +134.6% | -105.9% | -18.6% |
| 5Y | +55.3% | +204.5% | -149.2% | -15.6% |
| All | +420.9% | +700.5% | -279.6% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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