+418.1%
FSLR vs PNR
+99.2%
+318.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -14.8% | +0.3% | -15.1% | -14.9% |
| 30D | -4.3% | +31.7% | -36.0% | -16.1% |
| 3M | -23.4% | +2.6% | -26.0% | -24.6% |
| 6M | -26.9% | -6.4% | -20.6% | -26.1% |
| YTD | -34.4% | -33.4% | -1.0% | -22.7% |
| 1Y | -33.2% | -35.1% | +1.9% | -20.4% |
| 3Y | +28.1% | +17.1% | +11.0% | +12.7% |
| 5Y | +54.5% | -3.5% | +58.1% | +46.4% |
| All | +418.1% | +99.2% | +318.9% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling