+1,046.2%
PLTR vs FSLR
+11.2%
+1,035.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.2% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | +10.0% | -13.7% | +23.7% | +13.3% |
| 3M | +23.0% | -35.1% | +58.1% | +33.4% |
| 6M | +13.8% | +3.6% | +10.2% | +12.2% |
| YTD | -1.9% | -21.7% | +19.8% | +1.4% |
| 1Y | +11.6% | +1.3% | +10.4% | +8.9% |
| All | +1,046.2% | +11.2% | +1,035.0% | +828.0% |
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