+752.3%
PLTR vs FSLR
+29.6%
+722.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +4.7% | -14.8% | +19.5% | +7.6% |
| 30D | -16.4% | -4.3% | -12.1% | -16.0% |
| 3M | -6.2% | -23.4% | +17.2% | -2.1% |
| 6M | +29.2% | -26.9% | +56.1% | +35.5% |
| YTD | -5.5% | -34.4% | +28.9% | 0.0% |
| 1Y | -2.4% | -33.2% | +30.8% | +2.8% |
| 3Y | +752.3% | +28.1% | +724.3% | +544.2% |
| All | +752.3% | +29.6% | +722.7% | +544.2% |
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 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