+36.9%
FSLR vs PINS
-38.9%
+75.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +6.9% | +3.3% |
| 7D | +15.3% | -2.1% | +17.4% | +15.6% |
| 30D | +11.7% | -6.6% | +18.3% | +12.6% |
| 3M | -17.6% | -18.7% | +1.1% | -15.5% |
| 6M | -7.7% | -10.4% | +2.7% | -6.8% |
| YTD | -23.0% | -26.8% | +3.8% | -20.0% |
| 1Y | -26.0% | -27.9% | +1.8% | -23.0% |
| 3Y | +36.9% | -38.7% | +75.5% | +17.5% |
| All | +36.9% | -38.9% | +75.8% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling