+105.4%
FSLR vs PBR
+566.8%
-461.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.2% | -4.8% |
| 7D | +0.2% | +0.3% | -0.1% | +0.2% |
| 30D | -15.1% | +17.5% | -32.7% | -17.4% |
| 3M | -22.5% | +20.9% | -43.4% | -25.2% |
| 6M | +4.0% | +20.2% | -16.3% | -0.1% |
| YTD | -22.3% | +84.3% | -106.5% | -31.2% |
| 1Y | 0.0% | +77.1% | -77.1% | -11.1% |
| 3Y | +10.9% | +100.8% | -90.0% | -4.1% |
| 5Y | +105.4% | +556.1% | -450.7% | +52.2% |
| All | +105.4% | +566.8% | -461.4% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling