+12.8%
PG vs FSLR
+106.8%
-94.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.2% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -1.5% | -14.0% | +12.5% | -1.5% |
| 3M | -3.4% | -16.9% | +13.5% | -3.3% |
| 6M | -7.0% | +4.7% | -11.7% | -7.3% |
| YTD | +2.0% | -20.7% | +22.7% | +1.9% |
| 1Y | -6.5% | +1.7% | -8.1% | -7.0% |
| 3Y | +1.2% | +13.1% | -11.9% | -0.5% |
| 5Y | +12.8% | +108.4% | -95.6% | +9.8% |
| All | +12.8% | +106.8% | -94.0% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling