-26.0%
FSLR vs PFG
+46.8%
-72.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.5% | +3.9% |
| 7D | +10.3% | +4.9% | +5.4% | +9.5% |
| 30D | +10.4% | +5.7% | +4.8% | +9.4% |
| 3M | -20.2% | +2.6% | -22.7% | -20.7% |
| 6M | -8.0% | +19.8% | -27.8% | -11.3% |
| YTD | -25.5% | +36.3% | -61.8% | -31.6% |
| 1Y | -26.0% | +47.9% | -73.8% | -30.3% |
| All | -26.0% | +46.8% | -72.8% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling