+299.8%
PG vs FSLR
+770.4%
-470.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -0.8% |
| 7D | -0.4% | +6.8% | -7.2% | -0.8% |
| 30D | -0.1% | -14.7% | +14.6% | +0.6% |
| 3M | +1.1% | -22.6% | +23.6% | +2.2% |
| 6M | -3.8% | +12.7% | -16.5% | -4.8% |
| YTD | +3.8% | -18.4% | +22.2% | +4.3% |
| 1Y | -5.8% | +4.9% | -10.7% | -6.8% |
| 3Y | +3.0% | +16.4% | -13.4% | -0.6% |
| 5Y | +14.5% | +123.5% | -109.0% | +4.9% |
| 10Y | +117.8% | +454.3% | -336.6% | +82.8% |
| All | +299.8% | +770.4% | -470.6% | +217.4% |
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