+323.3%
FSLR vs PFGC
+484.2%
-160.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.9% | -5.4% |
| 7D | -2.6% | +15.0% | -17.7% | -6.1% |
| 30D | +1.8% | +17.0% | -15.2% | -2.4% |
| 3M | -24.4% | -2.5% | -21.9% | -24.2% |
| 6M | -17.7% | +19.2% | -36.9% | -21.7% |
| YTD | -30.7% | +23.4% | -54.2% | -35.2% |
| 1Y | -33.6% | +13.9% | -47.5% | -36.6% |
| 3Y | +35.1% | +82.0% | -46.9% | +13.0% |
| 5Y | +63.1% | +128.7% | -65.6% | +26.6% |
| 10Y | +466.4% | +361.5% | +104.9% | +218.7% |
| All | +323.3% | +484.2% | -160.9% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling