+466.4%
FSLR vs PTC
+315.4%
+151.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.9% | -5.7% |
| 7D | -2.6% | +1.3% | -3.9% | -3.1% |
| 30D | +1.8% | +1.1% | +0.7% | +1.3% |
| 3M | -24.4% | +30.1% | -54.5% | -33.4% |
| 6M | -17.7% | +34.0% | -51.7% | -29.7% |
| YTD | -30.7% | +12.8% | -43.5% | -36.7% |
| 1Y | -33.6% | +10.7% | -44.4% | -38.8% |
| 3Y | +35.1% | +29.6% | +5.5% | +11.2% |
| 5Y | +63.1% | +63.5% | -0.5% | +18.8% |
| 10Y | +466.4% | +316.7% | +149.8% | +181.0% |
| All | +466.4% | +315.4% | +151.1% | +181.0% |
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