+418.1%
FSLR vs PTEN
-38.4%
+456.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.0% |
| 7D | -14.8% | +10.6% | -25.4% | -16.1% |
| 30D | -4.3% | -4.9% | +0.6% | -4.1% |
| 3M | -23.4% | +1.4% | -24.8% | -24.3% |
| 6M | -26.9% | -7.0% | -19.9% | -27.4% |
| YTD | -34.4% | +84.8% | -119.2% | -42.6% |
| 1Y | -33.2% | +95.7% | -128.9% | -42.2% |
| 3Y | +28.1% | +2.0% | +26.1% | +19.2% |
| 5Y | +54.5% | +48.0% | +6.6% | +28.0% |
| All | +418.1% | -38.4% | +456.5% | +335.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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