+243.1%
FSLR vs PR
+169.5%
+73.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | 0.0% | +2.9% | -2.9% | -0.4% |
| 30D | -13.7% | +18.0% | -31.7% | -15.5% |
| 3M | -35.1% | +16.9% | -51.9% | -36.5% |
| 6M | +3.6% | +28.2% | -24.6% | -0.1% |
| YTD | -21.7% | +69.3% | -91.1% | -27.3% |
| 1Y | +1.3% | +69.5% | -68.2% | -6.2% |
| 3Y | +9.7% | +81.7% | -72.0% | -0.2% |
| 5Y | +117.4% | +422.2% | -304.9% | +69.7% |
| 10Y | +435.5% | +110.4% | +325.1% | +301.5% |
| All | +243.1% | +169.5% | +73.6% | +170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling