+36.9%
FSLR vs PR
+64.2%
-27.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.4% |
| 7D | +15.3% | -16.4% | +31.7% | +19.4% |
| 30D | +11.7% | -1.9% | +13.6% | +11.4% |
| 3M | -17.6% | +8.0% | -25.6% | -19.9% |
| 6M | -7.7% | +4.1% | -11.8% | -9.8% |
| YTD | -23.0% | +58.7% | -81.7% | -34.3% |
| 1Y | -26.0% | +75.8% | -101.9% | -39.3% |
| 3Y | +36.9% | +73.2% | -36.3% | -0.4% |
| All | +36.9% | +64.2% | -27.4% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling