+631.5%
FSLR vs PSA
+674.2%
-42.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.9% | -5.2% |
| 7D | -2.6% | +0.8% | -3.4% | -3.0% |
| 30D | +1.8% | +15.9% | -14.1% | -5.1% |
| 3M | -24.4% | +4.2% | -28.6% | -25.9% |
| 6M | -17.7% | +10.1% | -27.8% | -21.9% |
| YTD | -30.7% | +33.3% | -64.1% | -40.2% |
| 1Y | -33.6% | +28.2% | -61.9% | -41.7% |
| 3Y | +35.1% | +54.9% | -19.7% | +6.9% |
| 5Y | +63.1% | +28.3% | +34.7% | +37.6% |
| 10Y | +466.4% | +134.1% | +332.4% | +233.4% |
| All | +631.5% | +674.2% | -42.6% | +119.3% |
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