+619.9%
FSLR vs PH
+2,317.6%
-1,697.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.1% |
| 7D | -8.4% | +6.9% | -15.3% | -12.7% |
| 30D | -0.9% | +1.7% | -2.6% | -2.8% |
| 3M | -26.1% | -8.1% | -17.9% | -22.7% |
| 6M | -23.6% | +11.5% | -35.1% | -30.1% |
| YTD | -31.8% | +11.4% | -43.2% | -38.2% |
| 1Y | -32.6% | +14.1% | -46.7% | -39.8% |
| 3Y | +33.0% | +138.2% | -105.2% | -32.5% |
| 5Y | +56.8% | +216.0% | -159.2% | -37.8% |
| 10Y | +455.6% | +710.0% | -254.4% | -11.0% |
| All | +619.9% | +2,317.6% | -1,697.7% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling