-38.6%
PDD vs FSLR
-24.3%
-14.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.6% | -2.2% | +2.2% |
| 7D | +6.0% | +10.3% | -4.3% | +5.4% |
| 30D | +5.5% | +10.4% | -5.0% | +4.8% |
| 3M | -9.8% | -20.2% | +10.4% | -8.7% |
| 6M | -16.0% | -8.0% | -8.0% | -17.4% |
| YTD | -27.6% | -25.5% | -2.0% | -28.0% |
| 1Y | -38.6% | -26.0% | -12.7% | -39.4% |
| All | -38.6% | -24.3% | -14.4% | -39.4% |
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