+592.8%
FSLR vs PPG
+460.4%
+132.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | -14.8% | +0.7% | -15.5% | -15.3% |
| 30D | -4.3% | +17.6% | -21.9% | -15.2% |
| 3M | -23.4% | +7.5% | -30.8% | -27.7% |
| 6M | -26.9% | +17.6% | -44.6% | -35.7% |
| YTD | -34.4% | +22.6% | -57.0% | -44.8% |
| 1Y | -33.2% | +28.0% | -61.2% | -45.6% |
| 3Y | +28.1% | +1.8% | +26.3% | +19.6% |
| 5Y | +54.5% | -15.5% | +70.0% | +56.8% |
| 10Y | +434.6% | +54.9% | +379.7% | +189.9% |
| All | +592.8% | +460.4% | +132.4% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling