+9.6%
FSLR vs PRU
+47.2%
-37.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.1% |
| 7D | 0.0% | +1.9% | -1.9% | -0.6% |
| 30D | -13.7% | +2.7% | -16.4% | -14.5% |
| 3M | -35.1% | +19.5% | -54.5% | -39.2% |
| 6M | +3.6% | +26.6% | -23.0% | -5.1% |
| YTD | -21.7% | +12.3% | -34.1% | -25.3% |
| 1Y | +1.3% | +18.0% | -16.8% | -5.3% |
| All | +9.6% | +47.2% | -37.5% | -25.9% |
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