-55.7%
PCG vs FSLR
+603.3%
-659.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.7% |
| 7D | -2.0% | -12.0% | +10.0% | -0.8% |
| 30D | -2.7% | -7.7% | +5.0% | -2.0% |
| 3M | -25.1% | -24.0% | -1.0% | -23.2% |
| 6M | -22.3% | -24.4% | +2.1% | -20.8% |
| YTD | -18.5% | -34.0% | +15.6% | -16.2% |
| 1Y | -21.8% | -35.6% | +13.8% | -19.5% |
| 3Y | -21.0% | +28.7% | -49.7% | -26.7% |
| 5Y | +8.1% | +55.3% | -47.3% | -4.0% |
| 10Y | -76.6% | +437.4% | -514.1% | -82.1% |
| All | -55.7% | +603.3% | -659.0% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling