-26.0%
FSLR vs PSLV
+7.9%
-33.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.0% | -1.4% | +3.3% |
| 7D | +10.3% | -2.6% | +13.0% | +10.9% |
| 30D | +10.4% | -14.2% | +24.6% | +14.0% |
| 3M | -20.2% | -12.2% | -7.9% | -18.2% |
| 6M | -8.0% | -28.1% | +20.1% | -2.0% |
| YTD | -25.5% | -28.2% | +2.7% | -25.1% |
| 1Y | -26.0% | +9.1% | -35.1% | -40.2% |
| All | -26.0% | +7.9% | -33.8% | -40.2% |
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