-26.0%
FSLR vs PGR
+21.4%
-47.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +5.3% |
| 7D | +10.3% | +4.1% | +6.3% | +11.5% |
| 30D | +10.4% | +10.4% | 0.0% | +13.8% |
| 3M | -20.2% | +11.4% | -31.6% | -17.6% |
| 6M | -8.0% | +17.9% | -25.9% | -1.0% |
| YTD | -25.5% | +9.8% | -35.3% | -19.7% |
| 1Y | -26.0% | +19.3% | -45.2% | -17.5% |
| All | -26.0% | +21.4% | -47.3% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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