-26.0%
FSLR vs PPL
+1.2%
-27.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.7% |
| 7D | +15.3% | +0.4% | +14.9% | +15.3% |
| 30D | +11.7% | +5.4% | +6.2% | +11.8% |
| 3M | -17.6% | +4.3% | -21.9% | -17.8% |
| 6M | -7.7% | -1.3% | -6.4% | -8.1% |
| YTD | -23.0% | +4.7% | -27.7% | -26.5% |
| 1Y | -26.0% | +1.3% | -27.3% | -26.0% |
| All | -26.0% | +1.2% | -27.2% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling