+455.6%
FSLR vs PSX
+353.3%
+102.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -2.4% |
| 7D | -8.4% | -0.4% | -8.1% | -8.4% |
| 30D | -0.9% | -8.1% | +7.2% | +0.8% |
| 3M | -26.1% | +15.9% | -42.0% | -29.6% |
| 6M | -23.6% | +49.4% | -73.0% | -32.8% |
| YTD | -31.8% | +104.7% | -136.5% | -45.8% |
| 1Y | -32.6% | +89.1% | -121.7% | -45.2% |
| 3Y | +33.0% | +151.7% | -118.7% | -3.5% |
| 5Y | +56.8% | +298.3% | -241.5% | -5.5% |
| 10Y | +455.6% | +357.1% | +98.5% | +188.1% |
| All | +455.6% | +353.3% | +102.2% | +188.1% |
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