+495.8%
FSLR vs PTC
+334.9%
+160.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +15.3% | -0.2% | +15.6% | +15.4% |
| 30D | +11.7% | +0.8% | +10.9% | +11.3% |
| 3M | -17.6% | +32.1% | -49.7% | -28.0% |
| 6M | -7.7% | +42.6% | -50.4% | -23.5% |
| YTD | -23.0% | +12.0% | -35.0% | -29.4% |
| 1Y | -26.0% | +12.2% | -38.2% | -32.2% |
| 3Y | +36.9% | +31.2% | +5.6% | +11.9% |
| 5Y | +72.9% | +54.9% | +18.0% | +29.1% |
| All | +495.8% | +334.9% | +160.9% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling