+458.5%
FSLR vs PPG
+26.9%
+431.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +2.2% | -6.2% | +8.5% | +5.5% |
| 30D | -7.8% | -7.9% | +0.1% | -4.0% |
| 3M | -22.9% | -10.2% | -12.7% | -18.9% |
| 6M | +4.4% | +2.7% | +1.7% | +2.2% |
| YTD | -20.0% | +4.9% | -24.9% | -22.7% |
| 1Y | +2.8% | -3.2% | +6.0% | +3.0% |
| 3Y | +16.5% | -17.0% | +33.5% | +24.9% |
| 5Y | +110.3% | -23.3% | +133.6% | +127.9% |
| All | +458.5% | +26.9% | +431.6% | +333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling