+453.5%
FSLR vs PTEN
-15.3%
+468.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -0.1% | +2.8% | -2.9% | -0.6% |
| 30D | -14.0% | +17.6% | -31.6% | -16.3% |
| 3M | -16.9% | +8.2% | -25.1% | -18.6% |
| 6M | +4.7% | +38.1% | -33.4% | -2.4% |
| YTD | -20.7% | +117.3% | -138.0% | -31.8% |
| 1Y | +1.7% | +146.1% | -144.4% | -15.1% |
| 3Y | +13.1% | -3.0% | +16.1% | +6.9% |
| 5Y | +108.4% | +93.5% | +14.9% | +65.6% |
| All | +453.5% | -15.3% | +468.8% | +336.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PTEN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling