+207.9%
PDD vs FSLR
+279.8%
-71.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -9.6% | -13.7% | +4.1% | -6.7% |
| 3M | -4.3% | -35.1% | +30.8% | +4.8% |
| 6M | -18.8% | +3.6% | -22.4% | -21.1% |
| YTD | -27.5% | -21.7% | -5.8% | -25.4% |
| 1Y | -33.6% | +1.3% | -34.9% | -36.5% |
| 3Y | -20.4% | +9.7% | -30.1% | -31.4% |
| 5Y | -19.6% | +117.4% | -136.9% | -48.3% |
| All | +207.9% | +279.8% | -71.9% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling