+16.4%
FSLR vs PBF
+62.4%
-46.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.0% | +4.0% |
| 7D | +6.8% | +2.4% | +4.4% | +6.6% |
| 30D | -14.7% | +24.9% | -39.6% | -16.4% |
| 3M | -22.6% | +81.9% | -104.4% | -27.4% |
| 6M | +12.7% | +79.4% | -66.7% | +4.8% |
| YTD | -18.4% | +188.3% | -206.7% | -30.2% |
| 1Y | +4.9% | +177.3% | -172.3% | -11.1% |
| 3Y | +16.4% | +56.0% | -39.6% | -2.2% |
| All | +16.4% | +62.4% | -46.0% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling