+15.5%
FSLR vs PSLV
+165.1%
-149.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.3% | +7.3% | +3.1% |
| 7D | -0.1% | -4.9% | +4.8% | +0.8% |
| 30D | -14.0% | -1.9% | -12.1% | -13.9% |
| 3M | -16.9% | +4.2% | -21.1% | -17.9% |
| 6M | +4.7% | -27.6% | +32.3% | +9.7% |
| YTD | -20.7% | -11.7% | -9.0% | -22.3% |
| 1Y | +1.7% | +49.3% | -47.7% | -12.3% |
| All | +15.5% | +165.1% | -149.6% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling