+447.0%
FSLR vs PFGC
+287.3%
+159.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.5% |
| 7D | +0.2% | -3.7% | +4.0% | +1.2% |
| 30D | -15.1% | -16.0% | +0.8% | -11.5% |
| 3M | -22.5% | -4.1% | -18.4% | -21.9% |
| 6M | +4.0% | +8.7% | -4.8% | +1.3% |
| YTD | -22.3% | +6.4% | -28.6% | -24.2% |
| 1Y | 0.0% | -8.4% | +8.4% | +1.0% |
| 3Y | +10.9% | +61.8% | -50.9% | -3.9% |
| 5Y | +105.4% | +108.7% | -3.3% | +64.3% |
| 10Y | +447.0% | +298.1% | +148.9% | +223.7% |
| All | +447.0% | +287.3% | +159.7% | +223.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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