+313.0%
PLD vs FSLR
+721.0%
-408.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -4.0% | -1.8% |
| 7D | -0.8% | +15.3% | -16.1% | -3.7% |
| 30D | -0.3% | +11.7% | -11.9% | -2.6% |
| 3M | -8.0% | -17.6% | +9.6% | -4.8% |
| 6M | -9.8% | -7.7% | -2.1% | -9.9% |
| YTD | +1.8% | -23.0% | +24.8% | +4.4% |
| 1Y | +5.6% | -26.0% | +31.6% | +8.9% |
| 3Y | +33.3% | +36.9% | -3.6% | +10.8% |
| 5Y | +0.3% | +72.9% | -72.7% | -25.5% |
| 10Y | +241.6% | +519.3% | -277.7% | +63.3% |
| All | +313.0% | +721.0% | -408.0% | +112.3% |
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