+17.0%
PG vs FSLR
-24.3%
+41.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +3.4% |
| 7D | +5.7% | +10.3% | -4.6% | +6.1% |
| 30D | +15.4% | +10.4% | +5.0% | +15.8% |
| 3M | +13.8% | -20.2% | +34.0% | +12.7% |
| 6M | +18.3% | -8.0% | +26.3% | +16.6% |
| YTD | +20.1% | -25.5% | +45.7% | +16.8% |
| 1Y | +17.0% | -26.0% | +42.9% | +14.0% |
| All | +17.0% | -24.3% | +41.2% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling