+299.2%
PEP vs FSLR
+734.5%
-435.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.6% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +0.2% | -13.7% | +13.9% | +0.9% |
| 3M | -1.1% | -35.1% | +34.0% | +0.9% |
| 6M | -13.5% | +3.6% | -17.1% | -14.0% |
| YTD | -1.2% | -21.7% | +20.6% | -0.5% |
| 1Y | -1.6% | +1.3% | -2.8% | -2.5% |
| 3Y | -12.5% | +9.7% | -22.2% | -15.4% |
| 5Y | +3.0% | +117.4% | -114.3% | -5.8% |
| 10Y | +73.9% | +435.5% | -361.6% | +45.5% |
| All | +299.2% | +734.5% | -435.3% | +235.8% |
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