+116.4%
FSLR vs PPL
+39.5%
+76.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | 0.0% | +2.7% | -2.7% | -0.8% |
| 30D | -13.7% | +0.5% | -14.1% | -13.8% |
| 3M | -35.1% | +0.7% | -35.7% | -35.5% |
| 6M | +3.6% | -7.6% | +11.2% | +5.9% |
| YTD | -21.7% | +1.8% | -23.6% | -23.1% |
| 1Y | +1.3% | -0.8% | +2.0% | +0.3% |
| 3Y | +9.7% | +56.9% | -47.2% | -16.6% |
| All | +116.4% | +39.5% | +76.9% | +72.5% |
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