-19.4%
PCG vs FSLR
-35.9%
+16.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +2.2% | -14.8% | +16.9% | +3.0% |
| 30D | +0.8% | -4.3% | +5.1% | +0.9% |
| 3M | -23.8% | -23.4% | -0.4% | -23.1% |
| 6M | -19.6% | -26.9% | +7.3% | -19.3% |
| YTD | -16.7% | -34.4% | +17.7% | -16.0% |
| 1Y | -19.4% | -33.2% | +13.8% | -18.6% |
| All | -19.4% | -35.9% | +16.6% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling