+455.6%
FSLR vs PR
+72.8%
+382.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.3% | -1.9% |
| 7D | -8.4% | -0.5% | -7.9% | -8.4% |
| 30D | -0.9% | -4.6% | +3.7% | -0.5% |
| 3M | -26.1% | +4.7% | -30.8% | -26.8% |
| 6M | -23.6% | +12.4% | -36.1% | -25.3% |
| YTD | -31.8% | +62.9% | -94.7% | -36.6% |
| 1Y | -32.6% | +70.6% | -103.1% | -37.7% |
| 3Y | +33.0% | +90.0% | -57.0% | +20.0% |
| 5Y | +56.8% | +255.5% | -198.7% | +27.3% |
| 10Y | +455.6% | +78.7% | +376.8% | +292.5% |
| All | +455.6% | +72.8% | +382.8% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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