+763.1%
PM vs FSLR
+7.3%
+755.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.8% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -3.4% | -13.7% | +10.3% | -2.4% |
| 3M | +5.2% | -35.1% | +40.3% | +8.2% |
| 6M | +3.7% | +3.6% | +0.1% | +2.7% |
| YTD | +15.8% | -21.7% | +37.5% | +16.8% |
| 1Y | +17.4% | +1.3% | +16.1% | +15.6% |
| 3Y | +116.9% | +9.7% | +107.2% | +106.5% |
| 5Y | +117.3% | +117.4% | 0.0% | +90.3% |
| 10Y | +193.8% | +435.5% | -241.7% | +123.8% |
| All | +763.1% | +7.3% | +755.8% | +518.9% |
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