+13.2%
FSLR vs PBR
+97.2%
-84.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.2% | -4.9% |
| 7D | +0.2% | +0.3% | -0.1% | +0.2% |
| 30D | -15.1% | +17.5% | -32.7% | -18.3% |
| 3M | -22.5% | +20.9% | -43.4% | -26.2% |
| 6M | +4.0% | +20.2% | -16.3% | -2.2% |
| YTD | -22.3% | +84.3% | -106.5% | -36.6% |
| 1Y | 0.0% | +77.1% | -77.1% | -18.0% |
| All | +13.2% | +97.2% | -84.0% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling