+726.4%
FSLR vs PSKY
-42.7%
+769.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -13.7% | +24.0% | -37.6% | -19.2% |
| 3M | -35.1% | +2.2% | -37.3% | -35.7% |
| 6M | +3.6% | -9.0% | +12.6% | +5.0% |
| YTD | -21.7% | -18.1% | -3.6% | -19.2% |
| 1Y | +1.3% | -25.1% | +26.4% | +5.3% |
| 3Y | +9.7% | -16.3% | +26.0% | -1.4% |
| 5Y | +117.4% | -70.4% | +187.7% | +157.2% |
| 10Y | +435.5% | -74.2% | +509.7% | +435.0% |
| All | +726.4% | -42.7% | +769.1% | +535.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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