+726.4%
FSLR vs PSA
+588.9%
+137.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | 0.0% | -3.7% | +3.7% | +1.8% |
| 30D | -13.7% | -7.7% | -5.9% | -10.4% |
| 3M | -35.1% | -0.6% | -34.5% | -35.4% |
| 6M | +3.6% | -0.9% | +4.6% | +3.1% |
| YTD | -21.7% | +18.7% | -40.4% | -28.7% |
| 1Y | +1.3% | +7.6% | -6.4% | -3.8% |
| 3Y | +9.7% | +23.7% | -14.0% | -3.6% |
| 5Y | +117.4% | +13.7% | +103.7% | +93.5% |
| 10Y | +435.5% | +98.9% | +336.6% | +239.8% |
| All | +726.4% | +588.9% | +137.5% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling