+455.6%
FSLR vs PPL
+65.2%
+390.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -8.4% | -1.0% | -7.5% | -8.1% |
| 30D | -0.9% | +3.0% | -3.9% | -1.9% |
| 3M | -26.1% | +1.1% | -27.2% | -26.4% |
| 6M | -23.6% | -0.8% | -22.9% | -23.8% |
| YTD | -31.8% | +3.5% | -35.3% | -33.2% |
| 1Y | -32.6% | -0.9% | -31.7% | -32.9% |
| 3Y | +33.0% | +54.2% | -21.2% | +10.4% |
| 5Y | +56.8% | +46.3% | +10.5% | +32.5% |
| 10Y | +455.6% | +65.0% | +390.5% | +299.6% |
| All | +455.6% | +65.2% | +390.3% | +299.6% |
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