+495.8%
FSLR vs PPL
+62.0%
+433.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | +15.3% | +0.4% | +14.9% | +15.2% |
| 30D | +11.7% | +5.4% | +6.2% | +9.7% |
| 3M | -17.6% | +4.3% | -21.9% | -18.8% |
| 6M | -7.7% | -1.3% | -6.4% | -7.8% |
| YTD | -23.0% | +4.7% | -27.7% | -24.8% |
| 1Y | -26.0% | +1.3% | -27.3% | -27.0% |
| 3Y | +36.9% | +57.2% | -20.4% | +12.7% |
| 5Y | +72.9% | +48.2% | +24.7% | +45.3% |
| All | +495.8% | +62.0% | +433.8% | +331.7% |
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