+469.7%
FSLR vs PBF
+258.1%
+211.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.2% | -0.3% | -4.8% |
| 7D | -2.6% | -15.3% | +12.6% | -0.5% |
| 30D | +1.8% | -21.8% | +23.6% | +5.0% |
| 3M | -24.4% | -0.2% | -24.2% | -25.1% |
| 6M | -17.7% | +63.6% | -81.3% | -25.2% |
| YTD | -30.7% | +147.5% | -178.2% | -42.2% |
| 1Y | -33.6% | +69.8% | -103.4% | -41.3% |
| 3Y | +35.1% | +65.3% | -30.1% | +15.2% |
| 5Y | +63.1% | +393.4% | -330.3% | +9.7% |
| 10Y | +466.4% | +240.3% | +226.1% | +234.4% |
| All | +469.7% | +258.1% | +211.6% | +215.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling