+197.6%
FSLR vs PINS
-19.0%
+216.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | -8.4% | -9.4% | +0.9% | -6.8% |
| 30D | -0.9% | -10.2% | +9.3% | +1.0% |
| 3M | -26.1% | -19.0% | -7.0% | -23.3% |
| 6M | -23.6% | -7.4% | -16.3% | -23.2% |
| YTD | -31.8% | -25.7% | -6.1% | -29.3% |
| 1Y | -32.6% | -29.7% | -2.9% | -29.3% |
| 3Y | +33.0% | -38.1% | +71.1% | +37.0% |
| 5Y | +56.8% | -57.3% | +114.1% | +62.6% |
| All | +197.6% | -19.0% | +216.6% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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