-77.6%
PCG vs FSLR
+498.1%
-575.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.4% |
| 7D | -1.6% | +15.3% | -16.9% | -3.6% |
| 30D | +1.4% | +11.7% | -10.3% | -0.3% |
| 3M | -23.4% | -17.6% | -5.8% | -21.5% |
| 6M | -19.4% | -7.7% | -11.6% | -19.5% |
| YTD | -18.5% | -23.0% | +4.5% | -16.9% |
| 1Y | -19.5% | -26.0% | +6.5% | -17.7% |
| 3Y | -21.0% | +36.9% | -57.8% | -31.5% |
| 5Y | +13.7% | +72.9% | -59.2% | -11.4% |
| All | -77.6% | +498.1% | -575.7% | -87.6% |
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