+420.9%
FSLR vs PFG
+182.5%
+238.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.6% |
| 7D | -12.0% | +0.1% | -12.1% | -12.2% |
| 30D | -7.7% | +5.0% | -12.6% | -9.7% |
| 3M | -24.0% | +0.1% | -24.1% | -24.3% |
| 6M | -24.4% | +13.8% | -38.2% | -29.1% |
| YTD | -34.0% | +31.2% | -65.3% | -41.9% |
| 1Y | -35.6% | +37.1% | -72.7% | -44.3% |
| 3Y | +28.7% | +80.6% | -51.9% | -3.6% |
| 5Y | +55.3% | +93.7% | -38.4% | +10.9% |
| All | +420.9% | +182.5% | +238.3% | +200.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling