+1.3%
FSLR vs PBF
+176.4%
-175.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.5% |
| 7D | 0.0% | +4.3% | -4.3% | +0.3% |
| 30D | -13.7% | +22.0% | -35.6% | -12.2% |
| 3M | -35.1% | +74.5% | -109.6% | -32.2% |
| 6M | +3.6% | +67.7% | -64.0% | +8.2% |
| YTD | -21.7% | +179.2% | -200.9% | -17.7% |
| 1Y | +1.3% | +170.0% | -168.7% | +7.2% |
| All | +1.3% | +176.4% | -175.1% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling