-12.8%
PYPL vs FSLR
+11.2%
-24.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.9% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -4.9% | -13.7% | +8.8% | -3.5% |
| 3M | +28.9% | -35.1% | +64.0% | +34.3% |
| 6M | +18.2% | +3.6% | +14.6% | +16.9% |
| YTD | -5.0% | -21.7% | +16.7% | -3.3% |
| 1Y | -18.8% | +1.3% | -20.1% | -20.3% |
| All | -12.8% | +11.2% | -24.0% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling