+123.5%
FSLR vs PSX
+349.1%
-225.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +4.0% |
| 7D | +6.8% | +2.8% | +4.0% | +6.3% |
| 30D | -14.7% | +27.8% | -42.5% | -18.4% |
| 3M | -22.6% | +42.0% | -64.6% | -27.6% |
| 6M | +12.7% | +58.1% | -45.4% | +2.6% |
| YTD | -18.4% | +105.0% | -123.4% | -29.9% |
| 1Y | +4.9% | +104.9% | -100.0% | -10.2% |
| 3Y | +16.4% | +134.1% | -117.7% | -5.9% |
| 5Y | +123.5% | +363.8% | -240.4% | +45.6% |
| All | +123.5% | +349.1% | -225.7% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling