+343.3%
PLD vs FSLR
+734.5%
-391.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -2.4% | -13.7% | +11.2% | +0.4% |
| 3M | -3.8% | -35.1% | +31.3% | +4.2% |
| 6M | 0.0% | +3.6% | -3.6% | -2.4% |
| YTD | +9.2% | -21.7% | +31.0% | +12.1% |
| 1Y | +25.9% | +1.3% | +24.6% | +21.2% |
| 3Y | +21.3% | +9.7% | +11.6% | +6.2% |
| 5Y | +14.1% | +117.4% | -103.2% | -19.7% |
| 10Y | +237.9% | +435.5% | -197.6% | +67.3% |
| All | +343.3% | +734.5% | -391.2% | +127.9% |
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