-18.7%
PDD vs FSLR
+11.2%
-29.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -9.6% | -13.7% | +4.1% | -7.9% |
| 3M | -4.3% | -35.1% | +30.8% | +1.0% |
| 6M | -18.8% | +3.6% | -22.4% | -20.3% |
| YTD | -27.5% | -21.7% | -5.8% | -26.3% |
| 1Y | -33.6% | +1.3% | -34.9% | -35.5% |
| All | -18.7% | +11.2% | -29.8% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling