-26.0%
FSLR vs PLUG
-45.5%
+19.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.4% | -4.7% | +1.4% |
| 7D | +15.3% | +5.8% | +9.5% | +14.0% |
| 30D | +11.7% | -18.5% | +30.2% | +15.4% |
| 3M | -17.6% | -30.0% | +12.3% | -12.6% |
| 6M | -7.7% | -56.2% | +48.5% | +3.7% |
| YTD | -23.0% | -26.4% | +3.4% | -18.0% |
| 1Y | -26.0% | -42.2% | +16.2% | -19.4% |
| All | -26.0% | -45.5% | +19.4% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 1y: compounded portfolio wealth divided by compounded PLUG 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…
1y analysis · Full analysis span regression · 6 months rolling