+74.9%
FSLR vs PFG
+91.4%
-16.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.4% |
| 7D | +15.3% | -0.6% | +16.0% | +15.6% |
| 30D | +11.7% | +2.0% | +9.7% | +10.7% |
| 3M | -17.6% | -3.2% | -14.4% | -16.8% |
| 6M | -7.7% | +10.9% | -18.7% | -12.2% |
| YTD | -23.0% | +28.8% | -51.9% | -31.5% |
| 1Y | -26.0% | +39.2% | -65.2% | -36.3% |
| 3Y | +36.9% | +75.0% | -38.2% | +2.4% |
| All | +74.9% | +91.4% | -16.6% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling