+234.7%
PM vs FSLR
+519.9%
-285.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.7% | +2.3% | -2.2% |
| 7D | -7.3% | +5.3% | -12.5% | -7.5% |
| 30D | -4.0% | +7.8% | -11.8% | -4.3% |
| 3M | +2.7% | -23.4% | +26.1% | +3.8% |
| 6M | +14.9% | -12.9% | +27.7% | +14.9% |
| YTD | +23.5% | -26.7% | +50.2% | +24.3% |
| 1Y | +30.4% | -28.4% | +58.8% | +31.2% |
| 3Y | +143.2% | +44.6% | +98.6% | +130.2% |
| 5Y | +159.5% | +67.9% | +91.5% | +141.1% |
| 10Y | +234.7% | +496.9% | -262.3% | +169.6% |
| All | +234.7% | +519.9% | -285.2% | +169.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling