+81.9%
PEP vs FSLR
+482.1%
-400.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +6.7% | +10.7% | -4.0% | +6.3% |
| 30D | +13.5% | +8.9% | +4.6% | +13.2% |
| 3M | +3.9% | -17.3% | +21.3% | +4.5% |
| 6M | -6.0% | -10.8% | +4.8% | -6.0% |
| YTD | +2.5% | -25.1% | +27.5% | +3.0% |
| 1Y | +3.9% | -29.4% | +33.4% | +4.7% |
| 3Y | -4.7% | +28.8% | -33.5% | -8.2% |
| 5Y | +1.1% | +68.3% | -67.2% | -5.5% |
| All | +81.9% | +482.1% | -400.2% | +51.4% |
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