+198.6%
PM vs FSLR
+464.5%
-265.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +1.0% |
| 7D | -1.3% | +6.8% | -8.1% | -1.6% |
| 30D | -2.6% | -14.7% | +12.2% | -1.9% |
| 3M | +5.8% | -22.6% | +28.4% | +6.8% |
| 6M | +10.6% | +12.7% | -2.1% | +9.3% |
| YTD | +17.2% | -18.4% | +35.5% | +17.5% |
| 1Y | +17.6% | +4.9% | +12.7% | +16.1% |
| 3Y | +124.3% | +16.4% | +107.9% | +115.5% |
| 5Y | +125.1% | +123.5% | +1.6% | +104.6% |
| 10Y | +198.6% | +454.3% | -255.7% | +135.3% |
| All | +198.6% | +464.5% | -265.8% | +135.3% |
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 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