+619.9%
FSLR vs PRU
+209.2%
+410.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -8.4% | -2.8% | -5.6% | -7.6% |
| 30D | -0.9% | +8.5% | -9.4% | -4.2% |
| 3M | -26.1% | +1.7% | -27.8% | -26.8% |
| 6M | -23.6% | +24.8% | -48.4% | -30.4% |
| YTD | -31.8% | +13.3% | -45.1% | -35.8% |
| 1Y | -32.6% | +21.4% | -53.9% | -38.2% |
| 3Y | +33.0% | +54.8% | -21.8% | +9.0% |
| 5Y | +56.8% | +42.4% | +14.4% | +30.7% |
| 10Y | +455.6% | +98.4% | +357.1% | +279.7% |
| All | +619.9% | +209.2% | +410.7% | +300.2% |
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