+226.4%
FSLR vs PR
+160.5%
+66.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.5% | +11.2% | +5.4% |
| 7D | +10.3% | -12.1% | +22.4% | +12.0% |
| 30D | +10.4% | +0.9% | +9.5% | +10.1% |
| 3M | -20.2% | +10.1% | -30.3% | -21.4% |
| 6M | -8.0% | +1.1% | -9.1% | -8.7% |
| YTD | -25.5% | +63.7% | -89.2% | -30.7% |
| 1Y | -26.0% | +87.0% | -113.0% | -32.4% |
| 3Y | +28.0% | +70.7% | -42.7% | +17.2% |
| 5Y | +66.7% | +246.8% | -180.1% | +36.2% |
| 10Y | +498.9% | +72.6% | +426.3% | +335.4% |
| All | +226.4% | +160.5% | +66.0% | +157.8% |
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