-76.0%
PCG vs FSLR
+424.2%
-500.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.9% | +2.6% |
| 7D | -13.9% | 0.0% | -13.9% | -13.8% |
| 30D | -16.9% | -13.7% | -3.2% | -15.2% |
| 3M | -14.7% | -35.1% | +20.4% | -9.9% |
| 6M | -23.8% | +3.6% | -27.5% | -25.1% |
| YTD | -10.5% | -21.7% | +11.2% | -8.8% |
| 1Y | -5.1% | +1.3% | -6.4% | -7.6% |
| 3Y | -11.6% | +9.7% | -21.3% | -19.9% |
| 5Y | +59.0% | +117.4% | -58.4% | +18.5% |
| All | -76.0% | +424.2% | -500.2% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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