+318.2%
PLD vs FSLR
+699.0%
-380.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.8% | -2.3% |
| 7D | +0.4% | +10.7% | -10.3% | -1.7% |
| 30D | -0.1% | +8.9% | -9.0% | -1.9% |
| 3M | -7.9% | -17.3% | +9.4% | -4.7% |
| 6M | -7.0% | -10.8% | +3.8% | -6.4% |
| YTD | +3.1% | -25.1% | +28.1% | +6.3% |
| 1Y | +7.1% | -29.4% | +36.5% | +11.5% |
| 3Y | +32.9% | +28.8% | +4.0% | +12.0% |
| 5Y | +1.5% | +68.3% | -66.8% | -24.1% |
| 10Y | +245.9% | +502.7% | -256.8% | +66.3% |
| All | +318.2% | +699.0% | -380.8% | +116.2% |
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