+52.6%
FSLR vs PPG
-15.7%
+68.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -14.8% | +0.7% | -15.5% | -15.1% |
| 30D | -4.3% | +17.6% | -21.9% | -11.4% |
| 3M | -23.4% | +7.5% | -30.8% | -26.1% |
| 6M | -26.9% | +17.6% | -44.6% | -32.5% |
| YTD | -34.4% | +22.6% | -57.0% | -40.9% |
| 1Y | -33.2% | +28.0% | -61.2% | -41.0% |
| 3Y | +28.1% | +1.8% | +26.3% | +24.2% |
| All | +52.6% | -15.7% | +68.3% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling