+116.4%
FSLR vs PLUG
-91.8%
+208.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -2.1% |
| 7D | 0.0% | -0.9% | +0.9% | +0.2% |
| 30D | -13.7% | +3.3% | -17.0% | -14.5% |
| 3M | -35.1% | -39.7% | +4.6% | -27.8% |
| 6M | +3.6% | -12.5% | +16.1% | +4.3% |
| YTD | -21.7% | +10.2% | -31.9% | -26.9% |
| 1Y | +1.3% | +50.7% | -49.4% | -17.5% |
| 3Y | +9.7% | -74.5% | +84.2% | +16.4% |
| All | +116.4% | -91.8% | +208.2% | +197.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling