+211.0%
PDD vs FSLR
+273.7%
-62.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.7% |
| 7D | +5.6% | +15.3% | -9.7% | +2.3% |
| 30D | +5.8% | +11.7% | -5.9% | +3.1% |
| 3M | -8.6% | -17.6% | +9.0% | -5.1% |
| 6M | -18.8% | -7.7% | -11.1% | -19.2% |
| YTD | -26.8% | -23.0% | -3.8% | -24.7% |
| 1Y | -39.3% | -26.0% | -13.2% | -37.2% |
| 3Y | -22.5% | +36.9% | -59.4% | -37.6% |
| 5Y | -0.8% | +72.9% | -73.7% | -32.8% |
| All | +211.0% | +273.7% | -62.7% | +67.6% |
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 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