+726.4%
FSLR vs PFG
+267.4%
+459.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | 0.0% | +5.5% | -5.5% | -2.2% |
| 30D | -13.7% | +2.4% | -16.0% | -14.6% |
| 3M | -35.1% | +13.6% | -48.7% | -38.6% |
| 6M | +3.6% | +27.9% | -24.2% | -6.7% |
| YTD | -21.7% | +35.6% | -57.3% | -31.3% |
| 1Y | +1.3% | +48.5% | -47.2% | -14.5% |
| 3Y | +9.7% | +66.9% | -57.2% | -12.9% |
| 5Y | +117.4% | +111.0% | +6.4% | +54.3% |
| 10Y | +435.5% | +244.5% | +191.0% | +191.9% |
| All | +726.4% | +267.4% | +459.0% | +272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling