-76.7%
PCG vs FSLR
+519.9%
-596.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.7% | +6.0% | +2.0% |
| 7D | -1.1% | +5.3% | -6.3% | -1.8% |
| 30D | +0.1% | +7.8% | -7.7% | -1.1% |
| 3M | -24.4% | -23.4% | -1.1% | -21.8% |
| 6M | -17.7% | -12.9% | -4.8% | -17.1% |
| YTD | -17.4% | -26.7% | +9.2% | -15.3% |
| 1Y | -19.4% | -28.4% | +9.0% | -17.2% |
| 3Y | -18.6% | +44.6% | -63.2% | -30.3% |
| 5Y | +10.2% | +67.9% | -57.7% | -13.9% |
| 10Y | -76.7% | +496.9% | -573.6% | -86.9% |
| All | -76.7% | +519.9% | -596.6% | -86.9% |
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