-35.6%
FSLR vs PBF
+82.2%
-117.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.0% | -3.1% |
| 7D | -12.0% | +3.8% | -15.8% | -11.6% |
| 30D | -7.7% | -22.2% | +14.5% | -9.3% |
| 3M | -24.0% | +1.3% | -25.3% | -23.4% |
| 6M | -24.4% | +69.0% | -93.4% | -20.3% |
| YTD | -34.0% | +166.5% | -200.5% | -30.1% |
| 1Y | -35.6% | +88.1% | -123.7% | -30.0% |
| All | -35.6% | +82.2% | -117.8% | -30.0% |
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