+438.4%
FSLR vs PBF
+251.2%
+187.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.4% | -2.3% |
| 7D | -8.4% | -4.0% | -4.5% | -8.0% |
| 30D | -0.9% | -18.0% | +17.1% | +1.2% |
| 3M | -26.1% | +0.9% | -27.0% | -26.8% |
| 6M | -23.6% | +65.7% | -89.4% | -29.9% |
| YTD | -31.8% | +161.9% | -193.7% | -42.3% |
| 1Y | -32.6% | +77.8% | -110.4% | -39.8% |
| 3Y | +33.0% | +74.9% | -41.9% | +14.6% |
| 5Y | +56.8% | +423.4% | -366.6% | +10.2% |
| All | +438.4% | +251.2% | +187.2% | +262.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling