+726.4%
FSLR vs PTC
+617.3%
+109.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.6% | +1.8% |
| 7D | 0.0% | -10.3% | +10.3% | +5.8% |
| 30D | -13.7% | +1.1% | -14.8% | -14.6% |
| 3M | -35.1% | +1.6% | -36.7% | -37.2% |
| 6M | +3.6% | -13.5% | +17.1% | +7.8% |
| YTD | -21.7% | -19.1% | -2.7% | -16.0% |
| 1Y | +1.3% | -33.9% | +35.1% | +21.2% |
| 3Y | +9.7% | -3.9% | +13.6% | +2.1% |
| 5Y | +117.4% | +6.0% | +111.3% | +86.7% |
| 10Y | +435.5% | +223.7% | +211.8% | +105.6% |
| All | +726.4% | +617.3% | +109.1% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling