+231.7%
PLD vs FSLR
+498.1%
-266.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -4.0% | -1.6% |
| 7D | -0.8% | +15.3% | -16.1% | -2.6% |
| 30D | -0.3% | +11.7% | -11.9% | -1.7% |
| 3M | -8.0% | -17.6% | +9.6% | -6.1% |
| 6M | -9.8% | -7.7% | -2.1% | -9.9% |
| YTD | +1.8% | -23.0% | +24.8% | +3.4% |
| 1Y | +5.6% | -26.0% | +31.6% | +7.7% |
| 3Y | +33.3% | +36.9% | -3.6% | +18.2% |
| 5Y | +0.3% | +72.9% | -72.7% | -17.7% |
| All | +231.7% | +498.1% | -266.4% | +105.1% |
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