+442.6%
FSLR vs PTEN
-15.1%
+457.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.1% | -6.9% | -5.1% |
| 7D | +0.2% | -1.7% | +1.9% | +0.5% |
| 30D | -15.1% | +18.6% | -33.7% | -17.6% |
| 3M | -22.5% | +12.5% | -35.0% | -24.7% |
| 6M | +4.0% | +41.9% | -37.9% | -3.6% |
| YTD | -22.3% | +117.8% | -140.0% | -33.2% |
| 1Y | 0.0% | +145.3% | -145.3% | -16.4% |
| 3Y | +10.9% | -2.8% | +13.7% | +4.8% |
| 5Y | +105.4% | +93.4% | +12.0% | +63.2% |
| All | +442.6% | -15.1% | +457.7% | +328.2% |
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