+726.4%
FSLR vs PLUG
-94.8%
+821.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -1.9% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | -13.7% | +3.3% | -17.0% | -14.2% |
| 3M | -35.1% | -39.7% | +4.6% | -29.9% |
| 6M | +3.6% | -12.5% | +16.1% | +4.3% |
| YTD | -21.7% | +10.2% | -31.9% | -25.3% |
| 1Y | +1.3% | +50.7% | -49.4% | -11.1% |
| 3Y | +9.7% | -74.5% | +84.2% | +11.6% |
| 5Y | +117.4% | -91.8% | +209.1% | +150.5% |
| 10Y | +435.5% | +43.7% | +391.8% | +261.9% |
| All | +726.4% | -94.8% | +821.2% | +449.9% |
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 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