+272.2%
PLD vs FSLR
+464.2%
-192.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -1.0% | -8.4% | +7.4% | 0.0% |
| 30D | -1.8% | -0.9% | -0.9% | -1.8% |
| 3M | -6.0% | -26.1% | +20.0% | -2.9% |
| 6M | -8.4% | -23.6% | +15.3% | -6.3% |
| YTD | +4.2% | -31.8% | +36.1% | +7.4% |
| 1Y | +6.2% | -32.6% | +38.8% | +9.4% |
| 3Y | +37.0% | +33.0% | +4.0% | +21.6% |
| 5Y | +1.2% | +56.8% | -55.6% | -16.0% |
| 10Y | +272.2% | +455.6% | -183.4% | +136.6% |
| All | +272.2% | +464.2% | -192.0% | +136.6% |
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