-20.0%
PCG vs FSLR
-33.8%
+13.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -2.2% | -8.4% | +6.2% | -1.8% |
| 30D | -0.5% | -0.9% | +0.4% | -0.5% |
| 3M | -24.0% | -26.1% | +2.1% | -23.3% |
| 6M | -18.6% | -23.6% | +5.0% | -18.5% |
| YTD | -17.7% | -31.8% | +14.1% | -17.0% |
| 1Y | -20.0% | -32.6% | +12.6% | -19.8% |
| All | -20.0% | -33.8% | +13.8% | -19.8% |
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