+170.1%
PFE vs FSLR
+721.0%
-550.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.4% | -1.9% |
| 7D | -3.7% | +15.3% | -19.0% | -4.8% |
| 30D | +5.0% | +11.7% | -6.7% | +4.0% |
| 3M | +12.2% | -17.6% | +29.8% | +13.6% |
| 6M | +14.6% | -7.7% | +22.3% | +14.5% |
| YTD | +24.1% | -23.0% | +47.1% | +25.3% |
| 1Y | +26.6% | -26.0% | +52.6% | +28.1% |
| 3Y | +14.3% | +36.9% | -22.5% | +7.1% |
| 5Y | -21.9% | +72.9% | -94.8% | -29.9% |
| 10Y | +62.6% | +519.3% | -456.6% | +22.9% |
| All | +170.1% | +721.0% | -550.8% | +97.0% |
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