+62.2%
PANW vs FSLR
-24.3%
+86.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -0.9% |
| 7D | -11.8% | +10.3% | -22.1% | -12.2% |
| 30D | -14.4% | +10.4% | -24.9% | -14.9% |
| 3M | -5.0% | -20.2% | +15.2% | -4.0% |
| 6M | +88.6% | -8.0% | +96.6% | +93.6% |
| YTD | +88.9% | -25.5% | +114.5% | +92.0% |
| 1Y | +62.2% | -26.0% | +88.2% | +64.4% |
| All | +62.2% | -24.3% | +86.5% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling