+454.3%
FSLR vs PBF
+354.3%
+100.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.0% | +3.9% |
| 7D | +6.8% | +2.4% | +4.4% | +6.5% |
| 30D | -14.7% | +24.9% | -39.6% | -17.3% |
| 3M | -22.6% | +81.9% | -104.4% | -29.1% |
| 6M | +12.7% | +79.4% | -66.7% | +2.4% |
| YTD | -18.4% | +188.3% | -206.7% | -31.1% |
| 1Y | +4.9% | +177.3% | -172.3% | -11.8% |
| 3Y | +16.4% | +56.0% | -39.6% | +2.8% |
| 5Y | +123.5% | +804.0% | -680.6% | +46.4% |
| 10Y | +454.3% | +334.1% | +120.2% | +271.7% |
| All | +454.3% | +354.3% | +100.0% | +271.7% |
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