-73.9%
PYPL vs FSLR
+70.5%
-144.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | +0.1% |
| 7D | +3.9% | +15.3% | -11.4% | +1.7% |
| 30D | +7.8% | +11.7% | -3.9% | +6.0% |
| 3M | -0.7% | -17.6% | +17.0% | +1.9% |
| 6M | +28.8% | -7.7% | +36.5% | +29.0% |
| YTD | +2.4% | -23.0% | +25.4% | +4.6% |
| 1Y | -9.6% | -26.0% | +16.4% | -7.2% |
| 3Y | +9.7% | +36.9% | -27.2% | -7.8% |
| All | -73.9% | +70.5% | -144.4% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling