+726.4%
FSLR vs PTEN
-26.1%
+752.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | 0.0% | +0.7% | -0.7% | -0.3% |
| 30D | -13.7% | +31.2% | -44.9% | -21.0% |
| 3M | -35.1% | +2.0% | -37.1% | -36.6% |
| 6M | +3.6% | +42.4% | -38.8% | -10.2% |
| YTD | -21.7% | +109.2% | -130.9% | -40.1% |
| 1Y | +1.3% | +122.3% | -121.0% | -25.0% |
| 3Y | +9.7% | -5.6% | +15.3% | -1.3% |
| 5Y | +117.4% | +86.5% | +30.9% | +37.1% |
| 10Y | +435.5% | -22.1% | +457.6% | +208.9% |
| All | +726.4% | -26.1% | +752.4% | +210.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling