-35.6%
FSLR vs PR
+76.2%
-111.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.3% | -3.0% |
| 7D | -12.0% | +6.7% | -18.7% | -11.3% |
| 30D | -7.7% | -6.1% | -1.5% | -8.3% |
| 3M | -24.0% | +6.9% | -30.9% | -23.5% |
| 6M | -24.4% | +14.6% | -39.1% | -23.6% |
| YTD | -34.0% | +66.1% | -100.2% | -35.2% |
| 1Y | -35.6% | +77.0% | -112.6% | -36.2% |
| All | -35.6% | +76.2% | -111.8% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling