-21.4%
PYPL vs FSLR
+3.4%
-24.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.5% | -3.4% |
| 7D | +1.7% | +6.8% | -5.1% | +1.4% |
| 30D | -9.7% | -14.7% | +5.0% | -9.3% |
| 3M | +29.2% | -22.6% | +51.8% | +30.3% |
| 6M | +13.9% | +12.7% | +1.2% | +13.6% |
| YTD | -8.1% | -18.4% | +10.3% | -5.4% |
| 1Y | -21.4% | +4.9% | -26.3% | -23.7% |
| All | -21.4% | +3.4% | -24.8% | -23.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling