+63.2%
PYPL vs FSLR
+348.2%
-285.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | -0.1% |
| 7D | +3.9% | +15.3% | -11.4% | +1.1% |
| 30D | +7.8% | +11.7% | -3.9% | +5.5% |
| 3M | -0.7% | -17.6% | +17.0% | +2.7% |
| 6M | +28.8% | -7.7% | +36.5% | +29.0% |
| YTD | +2.4% | -23.0% | +25.4% | +4.9% |
| 1Y | -9.6% | -26.0% | +16.4% | -6.8% |
| 3Y | +9.7% | +36.9% | -27.2% | -8.4% |
| 5Y | -73.5% | +72.9% | -146.4% | -80.5% |
| 10Y | +46.5% | +519.3% | -472.8% | -24.6% |
| All | +63.2% | +348.2% | -285.0% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling