+453.5%
FSLR vs PNR
+66.6%
+386.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.6% |
| 7D | -0.1% | -5.5% | +5.4% | +2.4% |
| 30D | -14.0% | -15.6% | +1.6% | -7.2% |
| 3M | -16.9% | -20.2% | +3.3% | -9.1% |
| 6M | +4.7% | -36.6% | +41.3% | +26.7% |
| YTD | -20.7% | -45.0% | +24.3% | +2.0% |
| 1Y | +1.7% | -47.4% | +49.1% | +33.4% |
| 3Y | +13.1% | -13.7% | +26.8% | +15.2% |
| 5Y | +108.4% | -20.8% | +129.2% | +116.1% |
| All | +453.5% | +66.6% | +386.9% | +292.8% |
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