+454.3%
FSLR vs PFG
+239.4%
+214.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.9% |
| 7D | +6.8% | +6.0% | +0.8% | +4.2% |
| 30D | -14.7% | +2.2% | -16.9% | -15.6% |
| 3M | -22.6% | +10.4% | -32.9% | -26.0% |
| 6M | +12.7% | +27.8% | -15.1% | +1.0% |
| YTD | -18.4% | +33.6% | -52.0% | -28.5% |
| 1Y | +4.9% | +49.3% | -44.4% | -12.4% |
| 3Y | +16.4% | +69.7% | -53.3% | -10.0% |
| 5Y | +123.5% | +111.3% | +12.1% | +54.1% |
| 10Y | +454.3% | +240.3% | +214.1% | +173.2% |
| All | +454.3% | +239.4% | +214.9% | +173.2% |
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