+161.5%
PFE vs FSLR
+734.5%
-573.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +1.8% | 0.0% | +1.8% | +1.7% |
| 30D | +10.2% | -13.7% | +23.9% | +11.4% |
| 3M | +12.7% | -35.1% | +47.8% | +16.2% |
| 6M | +10.5% | +3.6% | +6.9% | +9.6% |
| YTD | +20.2% | -21.7% | +41.9% | +21.4% |
| 1Y | +24.1% | +1.3% | +22.8% | +22.4% |
| 3Y | -3.6% | +9.7% | -13.3% | -7.9% |
| 5Y | -20.9% | +117.4% | -138.2% | -30.4% |
| 10Y | +35.8% | +435.5% | -399.6% | +4.2% |
| All | +161.5% | +734.5% | -573.0% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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