+236.1%
FSLR vs PINS
-20.2%
+256.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +6.9% | +3.6% |
| 7D | +15.3% | -2.1% | +17.4% | +15.7% |
| 30D | +11.7% | -6.6% | +18.3% | +13.0% |
| 3M | -17.6% | -18.7% | +1.1% | -14.6% |
| 6M | -7.7% | -10.4% | +2.7% | -6.7% |
| YTD | -23.0% | -26.8% | +3.8% | -19.9% |
| 1Y | -26.0% | -27.9% | +1.8% | -22.9% |
| 3Y | +36.9% | -38.7% | +75.5% | +41.2% |
| 5Y | +72.9% | -59.0% | +131.9% | +80.8% |
| All | +236.1% | -20.2% | +256.2% | +153.1% |
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