+720.9%
FSLR vs PGR
+1,700.4%
-979.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.0% | -4.9% |
| 7D | +0.2% | -2.7% | +2.9% | +1.4% |
| 30D | -15.1% | +0.7% | -15.9% | -15.6% |
| 3M | -22.5% | +7.7% | -30.3% | -26.3% |
| 6M | +4.0% | +4.3% | -0.4% | -0.6% |
| YTD | -22.3% | +0.7% | -23.0% | -24.6% |
| 1Y | 0.0% | -5.7% | +5.7% | -0.7% |
| 3Y | +10.9% | +73.7% | -62.8% | -24.3% |
| 5Y | +105.4% | +158.4% | -53.0% | +6.2% |
| 10Y | +447.0% | +810.5% | -363.5% | +14.6% |
| All | +720.9% | +1,700.4% | -979.5% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling