+453.5%
FSLR vs PSA
+101.3%
+352.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.1% | -3.6% | +3.5% | +1.1% |
| 30D | -14.0% | -9.4% | -4.6% | -11.3% |
| 3M | -16.9% | -8.2% | -8.7% | -14.9% |
| 6M | +4.7% | -1.8% | +6.6% | +4.7% |
| YTD | -20.7% | +15.7% | -36.4% | -25.0% |
| 1Y | +1.7% | +6.3% | -4.6% | -1.5% |
| 3Y | +13.1% | +21.6% | -8.5% | +4.2% |
| 5Y | +108.4% | +13.5% | +94.9% | +93.3% |
| All | +453.5% | +101.3% | +352.2% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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