+1.7%
FSLR vs PSA
+6.0%
-4.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.1% | -3.6% | +3.5% | +0.2% |
| 30D | -14.0% | -9.4% | -4.6% | -13.5% |
| 3M | -16.9% | -8.2% | -8.7% | -16.5% |
| 6M | +4.7% | -1.8% | +6.6% | +2.4% |
| YTD | -20.7% | +15.7% | -36.4% | -20.4% |
| 1Y | +1.7% | +6.3% | -4.6% | -2.1% |
| All | +1.7% | +6.0% | -4.3% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling