+592.8%
FSLR vs PNC
+494.9%
+97.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -14.8% | +3.1% | -17.9% | -15.8% |
| 30D | -4.3% | +7.6% | -11.9% | -7.1% |
| 3M | -23.4% | -8.1% | -15.2% | -20.9% |
| 6M | -26.9% | +12.6% | -39.5% | -30.4% |
| YTD | -34.4% | +15.0% | -49.3% | -38.3% |
| 1Y | -33.2% | +30.4% | -63.6% | -40.2% |
| 3Y | +28.1% | +116.1% | -88.1% | -7.7% |
| 5Y | +54.5% | +37.5% | +17.0% | +29.7% |
| 10Y | +434.6% | +205.1% | +229.5% | +217.0% |
| All | +592.8% | +494.9% | +97.9% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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