+447.0%
FSLR vs PSX
+377.2%
+69.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -4.9% |
| 7D | +0.2% | +1.8% | -1.6% | -0.2% |
| 30D | -15.1% | +21.6% | -36.8% | -19.7% |
| 3M | -22.5% | +46.5% | -69.0% | -30.9% |
| 6M | +4.0% | +62.0% | -58.1% | -10.4% |
| YTD | -22.3% | +106.3% | -128.6% | -37.8% |
| 1Y | 0.0% | +103.0% | -102.9% | -20.0% |
| 3Y | +10.9% | +135.5% | -124.7% | -17.3% |
| 5Y | +105.4% | +368.5% | -263.1% | +17.8% |
| 10Y | +447.0% | +386.6% | +60.4% | +191.3% |
| All | +447.0% | +377.2% | +69.8% | +191.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling