+592.8%
FSLR vs PNR
+342.5%
+250.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.7% |
| 7D | -14.8% | +0.3% | -15.1% | -15.0% |
| 30D | -4.3% | +31.7% | -36.0% | -20.3% |
| 3M | -23.4% | +2.6% | -26.0% | -25.3% |
| 6M | -26.9% | -6.4% | -20.6% | -26.0% |
| YTD | -34.4% | -33.4% | -1.0% | -18.5% |
| 1Y | -33.2% | -35.1% | +1.9% | -15.8% |
| 3Y | +28.1% | +17.1% | +11.0% | +6.1% |
| 5Y | +54.5% | -3.5% | +58.1% | +39.7% |
| 10Y | +434.6% | +100.2% | +334.4% | +156.9% |
| All | +592.8% | +342.5% | +250.2% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling