+123.5%
FSLR vs PH
+252.1%
-128.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.6% |
| 7D | +6.8% | +0.4% | +6.4% | +6.6% |
| 30D | -14.7% | -10.8% | -3.9% | -10.4% |
| 3M | -22.6% | +8.5% | -31.0% | -25.3% |
| 6M | +12.7% | +3.9% | +8.8% | +10.2% |
| YTD | -18.4% | +9.4% | -27.8% | -22.1% |
| 1Y | +4.9% | +26.8% | -21.8% | -6.4% |
| 3Y | +16.4% | +140.8% | -124.4% | -25.5% |
| 5Y | +123.5% | +253.8% | -130.3% | +16.8% |
| All | +123.5% | +252.1% | -128.6% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling