+496.9%
FSLR vs PPL
+62.1%
+434.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.5% | -4.6% |
| 7D | +5.3% | -1.2% | +6.5% | +5.7% |
| 30D | +7.8% | +4.2% | +3.5% | +6.3% |
| 3M | -23.4% | +1.5% | -24.9% | -23.8% |
| 6M | -12.9% | +1.0% | -13.9% | -13.6% |
| YTD | -26.7% | +4.4% | -31.0% | -28.3% |
| 1Y | -28.4% | +0.8% | -29.2% | -29.2% |
| 3Y | +44.6% | +56.5% | -11.9% | +19.4% |
| 5Y | +67.9% | +47.7% | +20.3% | +41.4% |
| 10Y | +496.9% | +64.4% | +432.5% | +331.3% |
| All | +496.9% | +62.1% | +434.8% | +331.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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