-42.5%
PDD vs FSLR
-33.7%
-8.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.2% | -1.0% |
| 7D | -1.0% | -2.6% | +1.7% | -0.8% |
| 30D | -2.4% | +1.8% | -4.2% | -2.5% |
| 3M | -14.6% | -24.4% | +9.8% | -13.4% |
| 6M | -19.6% | -17.7% | -1.9% | -20.1% |
| YTD | -30.0% | -30.7% | +0.7% | -30.4% |
| 1Y | -42.5% | -33.6% | -8.9% | -42.6% |
| All | -42.5% | -33.7% | -8.8% | -42.6% |
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