+726.4%
FSLR vs PRU
+206.7%
+519.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.1% |
| 7D | 0.0% | +1.9% | -1.9% | -0.7% |
| 30D | -13.7% | +2.7% | -16.4% | -14.6% |
| 3M | -35.1% | +19.5% | -54.5% | -39.6% |
| 6M | +3.6% | +26.6% | -23.0% | -5.8% |
| YTD | -21.7% | +12.3% | -34.1% | -25.9% |
| 1Y | +1.3% | +18.0% | -16.8% | -6.1% |
| 3Y | +9.7% | +47.0% | -37.3% | -8.0% |
| 5Y | +117.4% | +48.4% | +68.9% | +78.6% |
| 10Y | +435.5% | +142.4% | +293.0% | +238.3% |
| All | +726.4% | +206.7% | +519.7% | +362.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling