+1.3%
FSLR vs PSLV
+57.1%
-55.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | -13.7% | +7.3% | -20.9% | -15.0% |
| 3M | -35.1% | -7.4% | -27.7% | -34.4% |
| 6M | +3.6% | -20.3% | +23.9% | +6.0% |
| YTD | -21.7% | -8.2% | -13.5% | -23.1% |
| 1Y | +1.3% | +57.9% | -56.7% | -6.3% |
| All | +1.3% | +57.1% | -55.9% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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