+96.9%
FSLR vs PGR
+159.7%
-62.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +2.2% | -0.6% | +2.8% | +2.2% |
| 30D | -7.8% | +4.9% | -12.8% | -7.6% |
| 3M | -22.9% | +7.6% | -30.6% | -22.6% |
| 6M | +4.4% | +8.3% | -3.9% | +4.9% |
| YTD | -20.0% | +1.7% | -21.7% | -19.5% |
| 1Y | +2.8% | -6.8% | +9.7% | +3.6% |
| 3Y | +16.5% | +73.4% | -56.9% | +9.1% |
| All | +96.9% | +159.7% | -62.9% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling