+418.1%
FSLR vs PRU
+99.2%
+318.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.9% |
| 7D | -14.8% | +3.6% | -18.4% | -16.1% |
| 30D | -4.3% | +8.9% | -13.2% | -7.8% |
| 3M | -23.4% | +0.2% | -23.6% | -23.7% |
| 6M | -26.9% | +23.7% | -50.7% | -33.4% |
| YTD | -34.4% | +13.7% | -48.1% | -38.5% |
| 1Y | -33.2% | +20.6% | -53.8% | -38.9% |
| 3Y | +28.1% | +56.3% | -28.3% | +2.6% |
| 5Y | +54.5% | +42.3% | +12.2% | +26.7% |
| All | +418.1% | +99.2% | +318.9% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling