-33.6%
FSLR vs PFGC
+11.2%
-44.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.9% | -5.5% |
| 7D | -2.6% | +15.0% | -17.7% | -4.2% |
| 30D | +1.8% | +17.0% | -15.2% | 0.0% |
| 3M | -24.4% | -2.5% | -21.9% | -24.8% |
| 6M | -17.7% | +19.2% | -36.9% | -18.8% |
| YTD | -30.7% | +23.4% | -54.2% | -33.0% |
| 1Y | -33.6% | +13.9% | -47.5% | -34.5% |
| All | -33.6% | +11.2% | -44.8% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling