+4.9%
FSLR vs PTC
-38.1%
+43.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.5% | +9.8% | +4.0% |
| 7D | +6.8% | -12.8% | +19.6% | +6.1% |
| 30D | -14.7% | -9.8% | -4.9% | -15.1% |
| 3M | -22.6% | -2.1% | -20.5% | -21.7% |
| 6M | +12.7% | -18.1% | +30.8% | +18.2% |
| YTD | -18.4% | -23.5% | +5.1% | -12.0% |
| 1Y | +4.9% | -37.4% | +42.3% | +21.4% |
| All | +4.9% | -38.1% | +43.0% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling