+454.3%
FSLR vs PTC
+204.7%
+249.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.5% | +9.8% | +6.6% |
| 7D | +6.8% | -12.8% | +19.6% | +12.7% |
| 30D | -14.7% | -9.8% | -4.9% | -11.4% |
| 3M | -22.6% | -2.1% | -20.5% | -23.4% |
| 6M | +12.7% | -18.1% | +30.8% | +19.5% |
| YTD | -18.4% | -23.5% | +5.1% | -11.1% |
| 1Y | +4.9% | -37.4% | +42.3% | +25.1% |
| 3Y | +16.4% | -7.2% | +23.6% | +11.1% |
| 5Y | +123.5% | +2.7% | +120.8% | +100.1% |
| 10Y | +454.3% | +203.4% | +250.9% | +205.9% |
| All | +454.3% | +204.7% | +249.6% | +205.9% |
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