+44.6%
FSLR vs PRU
+55.2%
-10.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.1% | -5.5% |
| 7D | +5.3% | +3.2% | +2.1% | +4.1% |
| 30D | +7.8% | +7.9% | -0.2% | +5.0% |
| 3M | -23.4% | +1.8% | -25.2% | -24.0% |
| 6M | -12.9% | +24.1% | -37.0% | -19.1% |
| YTD | -26.7% | +12.4% | -39.0% | -29.8% |
| 1Y | -28.4% | +20.9% | -49.3% | -33.2% |
| 3Y | +44.6% | +55.5% | -10.9% | -19.7% |
| All | +44.6% | +55.2% | -10.6% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling