+38.8%
PYPL vs FSLR
+431.1%
-392.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +2.9% | -1.0% |
| 7D | -4.3% | +0.2% | -4.6% | -4.4% |
| 30D | -11.5% | -15.1% | +3.7% | -8.7% |
| 3M | +26.1% | -22.5% | +48.7% | +31.7% |
| 6M | +13.7% | +4.0% | +9.7% | +11.0% |
| YTD | -9.8% | -22.3% | +12.4% | -7.5% |
| 1Y | -22.1% | 0.0% | -22.1% | -24.6% |
| 3Y | -13.5% | +10.9% | -24.3% | -24.1% |
| 5Y | -81.6% | +105.4% | -187.0% | -87.2% |
| 10Y | +38.8% | +447.0% | -408.2% | -26.1% |
| All | +38.8% | +431.1% | -392.3% | -26.1% |
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