+52.6%
FSLR vs PPL
+47.4%
+5.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | -14.8% | -0.4% | -14.4% | -14.7% |
| 30D | -4.3% | +2.6% | -6.9% | -5.1% |
| 3M | -23.4% | +0.8% | -24.2% | -23.7% |
| 6M | -26.9% | +1.4% | -28.4% | -27.7% |
| YTD | -34.4% | +4.3% | -38.7% | -36.1% |
| 1Y | -33.2% | +0.8% | -34.0% | -34.0% |
| 3Y | +28.1% | +57.9% | -29.9% | -3.7% |
| All | +52.6% | +47.4% | +5.2% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling