+74.9%
FSLR vs PRU
+36.1%
+38.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.4% | +3.7% |
| 7D | +15.3% | +2.4% | +12.9% | +14.2% |
| 30D | +11.7% | +6.1% | +5.5% | +9.0% |
| 3M | -17.6% | -0.7% | -16.9% | -17.6% |
| 6M | -7.7% | +22.1% | -29.8% | -14.9% |
| YTD | -23.0% | +9.8% | -32.8% | -26.3% |
| 1Y | -26.0% | +19.4% | -45.4% | -31.6% |
| 3Y | +36.9% | +50.4% | -13.5% | +10.3% |
| All | +74.9% | +36.1% | +38.7% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling