+431.5%
FSLR vs PH
+800.9%
-369.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | 0.0% | -3.1% | +3.1% | +1.5% |
| 30D | -13.7% | -3.2% | -10.4% | -12.4% |
| 3M | -35.1% | +10.6% | -45.7% | -38.2% |
| 6M | +3.6% | -2.1% | +5.8% | +4.1% |
| YTD | -21.7% | +10.2% | -31.9% | -25.9% |
| 1Y | +1.3% | +28.2% | -26.9% | -11.1% |
| 3Y | +9.7% | +134.9% | -125.2% | -30.4% |
| 5Y | +117.4% | +253.6% | -136.3% | +9.9% |
| All | +431.5% | +800.9% | -369.5% | +52.5% |
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