+47.2%
PYPL vs FSLR
+519.9%
-472.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.7% | +6.1% | +2.3% |
| 7D | +2.2% | +5.3% | -3.1% | +1.1% |
| 30D | +8.1% | +7.8% | +0.4% | +6.5% |
| 3M | +1.9% | -23.4% | +25.3% | +6.8% |
| 6M | +33.1% | -12.9% | +46.0% | +34.8% |
| YTD | +3.8% | -26.7% | +30.4% | +7.3% |
| 1Y | -8.3% | -28.4% | +20.1% | -4.9% |
| 3Y | +11.9% | +44.6% | -32.7% | -8.7% |
| 5Y | -70.4% | +67.9% | -138.4% | -78.6% |
| 10Y | +47.2% | +496.9% | -449.8% | -22.8% |
| All | +47.2% | +519.9% | -472.7% | -22.8% |
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