+311.5%
PEP vs FSLR
+682.1%
-370.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.1% | +0.6% |
| 7D | +1.0% | +5.3% | -4.2% | +0.8% |
| 30D | +12.6% | +7.8% | +4.9% | +12.2% |
| 3M | +3.1% | -23.4% | +26.5% | +4.4% |
| 6M | -6.3% | -12.9% | +6.6% | -6.1% |
| YTD | +1.9% | -26.7% | +28.5% | +2.8% |
| 1Y | +3.3% | -28.4% | +31.7% | +4.3% |
| 3Y | -4.8% | +44.6% | -49.4% | -9.5% |
| 5Y | +2.0% | +67.9% | -65.9% | -5.2% |
| 10Y | +80.3% | +496.9% | -416.6% | +49.9% |
| All | +311.5% | +682.1% | -370.6% | +247.0% |
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