+256.8%
PLD vs FSLR
+519.9%
-263.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.7% | +7.6% | +3.4% |
| 7D | +0.7% | +5.3% | -4.6% | 0.0% |
| 30D | +0.8% | +7.8% | -6.9% | -0.2% |
| 3M | -6.1% | -23.4% | +17.3% | -3.3% |
| 6M | -8.0% | -12.9% | +4.9% | -7.5% |
| YTD | +4.7% | -26.7% | +31.3% | +6.9% |
| 1Y | +7.2% | -28.4% | +35.6% | +9.7% |
| 3Y | +39.2% | +44.6% | -5.4% | +22.3% |
| 5Y | +1.9% | +67.9% | -66.0% | -16.1% |
| 10Y | +256.8% | +496.9% | -240.2% | +124.1% |
| All | +256.8% | +519.9% | -263.1% | +124.1% |
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