+843.8%
PM vs FSLR
+5.6%
+838.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.0% |
| 7D | -5.2% | +15.3% | -20.6% | -6.2% |
| 30D | +2.7% | +11.7% | -9.0% | +1.8% |
| 3M | +6.1% | -17.6% | +23.7% | +7.4% |
| 6M | +18.0% | -7.7% | +25.7% | +17.8% |
| YTD | +26.6% | -23.0% | +49.6% | +27.6% |
| 1Y | +36.7% | -26.0% | +62.7% | +38.1% |
| 3Y | +146.0% | +36.9% | +109.1% | +129.6% |
| 5Y | +164.1% | +72.9% | +91.2% | +136.3% |
| 10Y | +238.8% | +519.3% | -280.5% | +154.7% |
| All | +843.8% | +5.6% | +838.2% | +576.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling