+496.9%
FSLR vs PH
+778.3%
-281.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.2% | -9.0% | -6.7% |
| 7D | +5.3% | +3.0% | +2.2% | +3.5% |
| 30D | +7.8% | -0.6% | +8.4% | +7.5% |
| 3M | -23.4% | -10.7% | -12.6% | -19.7% |
| 6M | -12.9% | +9.1% | -22.0% | -17.1% |
| YTD | -26.7% | +9.5% | -36.2% | -30.8% |
| 1Y | -28.4% | +14.0% | -42.4% | -33.6% |
| 3Y | +44.6% | +138.9% | -94.3% | -9.3% |
| 5Y | +67.9% | +209.1% | -141.2% | -9.3% |
| 10Y | +496.9% | +737.3% | -240.4% | +81.1% |
| All | +496.9% | +778.3% | -281.4% | +81.1% |
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