+50.1%
PYPL vs FSLR
+464.2%
-414.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | -1.2% | -8.4% | +7.2% | +0.4% |
| 30D | +6.1% | -0.9% | +7.0% | +6.2% |
| 3M | +1.1% | -26.1% | +27.1% | +6.7% |
| 6M | +32.7% | -23.6% | +56.4% | +37.9% |
| YTD | +2.8% | -31.8% | +34.6% | +7.8% |
| 1Y | -10.8% | -32.6% | +21.8% | -6.4% |
| 3Y | +9.8% | +33.0% | -23.2% | -8.9% |
| 5Y | -70.2% | +56.8% | -127.0% | -78.2% |
| 10Y | +50.1% | +455.6% | -405.5% | -20.0% |
| All | +50.1% | +464.2% | -414.1% | -20.0% |
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