+18.9%
FSLR vs PNR
-11.4%
+30.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +5.4% |
| 7D | +6.8% | -3.0% | +9.8% | +8.1% |
| 30D | -14.7% | -14.9% | +0.2% | -8.8% |
| 3M | -22.6% | -19.0% | -3.5% | -16.5% |
| 6M | +12.7% | -35.9% | +48.6% | +35.2% |
| YTD | -18.4% | -43.1% | +24.8% | +3.4% |
| 1Y | +4.9% | -46.4% | +51.3% | +36.9% |
| All | +18.9% | -11.4% | +30.3% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling