+116.4%
FSLR vs PTC
+6.0%
+110.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.6% | +0.8% |
| 7D | 0.0% | -10.3% | +10.3% | +3.9% |
| 30D | -13.7% | +1.1% | -14.8% | -14.2% |
| 3M | -35.1% | +1.6% | -36.7% | -36.2% |
| 6M | +3.6% | -13.5% | +17.1% | +8.5% |
| YTD | -21.7% | -19.1% | -2.7% | -15.8% |
| 1Y | +1.3% | -33.9% | +35.1% | +20.0% |
| 3Y | +9.7% | -3.9% | +13.6% | +0.7% |
| All | +116.4% | +6.0% | +110.4% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling