+28.7%
FSLR vs PSX
+155.7%
-127.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.5% |
| 7D | -12.0% | +6.4% | -18.4% | -12.7% |
| 30D | -7.7% | -10.2% | +2.5% | -6.4% |
| 3M | -24.0% | +17.2% | -41.2% | -26.5% |
| 6M | -24.4% | +51.8% | -76.2% | -31.0% |
| YTD | -34.0% | +108.0% | -142.1% | -45.1% |
| 1Y | -35.6% | +96.1% | -131.7% | -45.6% |
| All | +28.7% | +155.7% | -127.0% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling