+195.9%
PDD vs FSLR
+230.9%
-35.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -3.8% | -8.4% | +4.6% | -1.9% |
| 30D | -2.4% | -0.9% | -1.5% | -2.3% |
| 3M | -12.7% | -26.1% | +13.4% | -7.1% |
| 6M | -20.0% | -23.6% | +3.6% | -16.8% |
| YTD | -30.3% | -31.8% | +1.5% | -26.4% |
| 1Y | -42.4% | -32.6% | -9.8% | -39.2% |
| 3Y | -27.5% | +33.0% | -60.5% | -41.6% |
| 5Y | -14.9% | +56.8% | -71.7% | -41.1% |
| All | +195.9% | +230.9% | -35.0% | +63.9% |
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