+257.2%
PLD vs FSLR
+429.3%
-172.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +1.3% | -14.8% | +16.1% | +3.3% |
| 30D | -1.4% | -4.3% | +2.9% | -1.0% |
| 3M | -8.2% | -23.4% | +15.2% | -5.4% |
| 6M | -8.0% | -26.9% | +18.9% | -5.4% |
| YTD | +3.2% | -34.4% | +37.5% | +6.8% |
| 1Y | +7.0% | -33.2% | +40.2% | +10.4% |
| 3Y | +38.3% | +28.1% | +10.2% | +23.4% |
| 5Y | +0.2% | +54.5% | -54.3% | -16.7% |
| All | +257.2% | +429.3% | -172.1% | +130.1% |
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