+195.8%
PDD vs FSLR
+218.4%
-22.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -4.9% | -14.8% | +9.9% | -1.4% |
| 30D | -3.0% | -4.3% | +1.2% | -2.2% |
| 3M | -6.2% | -23.4% | +17.2% | -1.0% |
| 6M | -20.7% | -26.9% | +6.2% | -16.7% |
| YTD | -30.4% | -34.4% | +4.0% | -25.8% |
| 1Y | -41.3% | -33.2% | -8.1% | -37.9% |
| 3Y | -27.7% | +28.1% | -55.8% | -41.3% |
| 5Y | -16.9% | +54.5% | -71.4% | -42.3% |
| All | +195.8% | +218.4% | -22.6% | +65.2% |
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