+691.3%
FSLR vs PPL
+172.9%
+518.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.2% |
| 7D | +10.7% | +1.0% | +9.6% | +10.1% |
| 30D | +8.9% | +6.8% | +2.1% | +5.1% |
| 3M | -17.3% | +3.9% | -21.2% | -19.0% |
| 6M | -10.8% | -2.0% | -8.7% | -10.5% |
| YTD | -25.1% | +5.3% | -30.3% | -28.0% |
| 1Y | -29.4% | +2.2% | -31.6% | -31.2% |
| 3Y | +28.8% | +56.7% | -27.9% | -2.8% |
| 5Y | +68.3% | +49.1% | +19.2% | +29.2% |
| 10Y | +502.7% | +63.6% | +439.1% | +300.7% |
| All | +691.3% | +172.9% | +518.4% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling