+726.4%
FSLR vs PPG
+411.5%
+314.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.6% |
| 7D | 0.0% | -1.5% | +1.5% | +1.0% |
| 30D | -13.7% | -5.0% | -8.7% | -10.5% |
| 3M | -35.1% | +1.1% | -36.2% | -36.0% |
| 6M | +3.6% | -3.2% | +6.8% | +4.4% |
| YTD | -21.7% | +11.9% | -33.6% | -29.3% |
| 1Y | +1.3% | +5.3% | -4.0% | -5.2% |
| 3Y | +9.7% | -15.0% | +24.7% | +17.4% |
| 5Y | +117.4% | -19.6% | +137.0% | +127.8% |
| 10Y | +435.5% | +27.0% | +408.4% | +242.4% |
| All | +726.4% | +411.5% | +314.9% | +35.9% |
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 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