+116.1%
PG vs FSLR
+466.5%
-350.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.6% |
| 7D | -0.8% | +2.2% | -3.0% | -0.9% |
| 30D | +0.8% | -7.8% | +8.6% | +1.1% |
| 3M | -1.3% | -22.9% | +21.6% | -0.7% |
| 6M | -3.8% | +4.4% | -8.2% | -4.3% |
| YTD | +3.6% | -20.0% | +23.6% | +3.9% |
| 1Y | -5.7% | +2.8% | -8.5% | -6.5% |
| 3Y | +1.6% | +16.5% | -14.9% | -1.2% |
| 5Y | +14.6% | +110.3% | -95.7% | +7.2% |
| All | +116.1% | +466.5% | -350.3% | +83.0% |
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 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