+458.5%
FSLR vs PBR
+697.0%
-238.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +2.2% | +5.4% | -3.1% | +1.0% |
| 30D | -7.8% | +22.9% | -30.7% | -12.2% |
| 3M | -22.9% | +19.6% | -42.6% | -26.4% |
| 6M | +4.4% | +16.5% | -12.1% | -0.3% |
| YTD | -20.0% | +86.7% | -106.6% | -32.0% |
| 1Y | +2.8% | +74.7% | -71.9% | -11.6% |
| 3Y | +16.5% | +102.6% | -86.0% | -4.4% |
| 5Y | +110.3% | +566.6% | -456.3% | +22.4% |
| All | +458.5% | +697.0% | -238.5% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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