+228.5%
FSLR vs PR
+147.8%
+80.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.2% |
| 7D | +10.7% | -16.5% | +27.2% | +13.0% |
| 30D | +8.9% | -4.5% | +13.4% | +9.3% |
| 3M | -17.3% | +8.5% | -25.9% | -18.5% |
| 6M | -10.8% | -3.3% | -7.4% | -11.0% |
| YTD | -25.1% | +55.7% | -80.8% | -29.9% |
| 1Y | -29.4% | +82.0% | -111.5% | -35.4% |
| 3Y | +28.8% | +62.5% | -33.6% | +18.7% |
| 5Y | +68.3% | +223.9% | -155.6% | +38.6% |
| 10Y | +502.7% | +64.2% | +438.5% | +340.9% |
| All | +228.5% | +147.8% | +80.7% | +161.0% |
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