+726.4%
FSLR vs PBR
+308.5%
+417.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.7% |
| 7D | 0.0% | +8.6% | -8.6% | -3.3% |
| 30D | -13.7% | +12.8% | -26.5% | -17.9% |
| 3M | -35.1% | +14.7% | -49.8% | -38.9% |
| 6M | +3.6% | +25.2% | -21.5% | -6.8% |
| YTD | -21.7% | +77.1% | -98.9% | -38.8% |
| 1Y | +1.3% | +69.6% | -68.3% | -20.0% |
| 3Y | +9.7% | +95.6% | -85.9% | -19.9% |
| 5Y | +117.4% | +501.8% | -384.4% | -8.3% |
| 10Y | +435.5% | +640.6% | -205.1% | +53.1% |
| All | +726.4% | +308.5% | +417.9% | +148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling