+765.0%
PLTR vs FSLR
+32.4%
+732.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.7% | +3.0% |
| 7D | -12.9% | +15.3% | -28.2% | -15.2% |
| 30D | -17.4% | +11.7% | -29.0% | -19.1% |
| 3M | +2.9% | -17.6% | +20.5% | +6.2% |
| 6M | +19.9% | -7.7% | +27.6% | +20.8% |
| YTD | -9.8% | -23.0% | +13.2% | -7.0% |
| 1Y | -8.4% | -26.0% | +17.7% | -4.9% |
| 3Y | +765.0% | +36.9% | +728.2% | +569.3% |
| All | +765.0% | +32.4% | +732.7% | +569.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling