+829.3%
FSLR vs PSX
+1,139.4%
-310.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | 0.0% | +4.5% | -4.5% | -1.5% |
| 30D | -13.7% | +26.6% | -40.3% | -20.4% |
| 3M | -35.1% | +39.3% | -74.4% | -42.4% |
| 6M | +3.6% | +56.8% | -53.2% | -12.3% |
| YTD | -21.7% | +101.8% | -123.6% | -39.6% |
| 1Y | +1.3% | +99.6% | -98.3% | -22.0% |
| 3Y | +9.7% | +140.3% | -130.6% | -23.1% |
| 5Y | +117.4% | +339.3% | -222.0% | +14.8% |
| 10Y | +435.5% | +369.9% | +65.6% | +147.0% |
| All | +829.3% | +1,139.4% | -310.1% | +204.0% |
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