+683.2%
FSLR vs PSX
+1,177.4%
-494.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.8% |
| 7D | -12.0% | +6.4% | -18.4% | -13.8% |
| 30D | -7.7% | -10.2% | +2.5% | -5.1% |
| 3M | -24.0% | +17.2% | -41.2% | -28.6% |
| 6M | -24.4% | +51.8% | -76.2% | -35.5% |
| YTD | -34.0% | +108.0% | -142.1% | -50.0% |
| 1Y | -35.6% | +96.1% | -131.7% | -50.3% |
| 3Y | +28.7% | +155.9% | -127.2% | -12.5% |
| 5Y | +55.3% | +306.9% | -251.6% | -15.5% |
| 10Y | +437.4% | +364.5% | +72.9% | +149.2% |
| All | +683.2% | +1,177.4% | -494.2% | +151.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling