+36.9%
FSLR vs PLUG
-78.4%
+115.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.4% | -4.7% | +1.5% |
| 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% | +5.2% |
| YTD | -23.0% | -26.4% | +3.4% | -21.4% |
| 1Y | -26.0% | -42.2% | +16.2% | -21.7% |
| 3Y | +36.9% | -76.8% | +113.7% | +40.9% |
| All | +36.9% | -78.4% | +115.2% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling