+68.3%
FSLR vs PL
+11.6%
+56.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.1% | +10.8% | +2.3% |
| 7D | +10.7% | -20.5% | +31.2% | +14.5% |
| 30D | +8.9% | -38.8% | +47.6% | +17.3% |
| 3M | -17.3% | -49.1% | +31.8% | -8.6% |
| 6M | -10.8% | -69.4% | +58.6% | +5.9% |
| YTD | -25.1% | -42.3% | +17.3% | -21.8% |
| 1Y | -29.4% | -14.2% | -15.2% | -31.9% |
| 3Y | +28.8% | +398.7% | -369.8% | -19.5% |
| 5Y | +68.3% | +11.1% | +57.2% | +23.7% |
| All | +68.3% | +11.6% | +56.7% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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