+691.3%
FSLR vs PLUG
-96.7%
+788.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.5% | +8.2% | +1.8% |
| 7D | +10.7% | -4.9% | +15.6% | +11.4% |
| 30D | +8.9% | -27.4% | +36.3% | +14.3% |
| 3M | -17.3% | -35.7% | +18.4% | -11.5% |
| 6M | -10.8% | -59.3% | +48.6% | +2.1% |
| YTD | -25.1% | -31.5% | +6.4% | -22.9% |
| 1Y | -29.4% | -48.9% | +19.4% | -24.4% |
| 3Y | +28.8% | -79.6% | +108.4% | +36.0% |
| 5Y | +68.3% | -96.5% | +164.8% | +120.8% |
| 10Y | +502.7% | -4.9% | +507.6% | +336.3% |
| All | +691.3% | -96.7% | +788.0% | +467.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling