+1,248.2%
PANW vs FSLR
+466.5%
+781.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | -0.8% | +2.2% | -3.0% | -1.2% |
| 30D | -14.6% | -7.8% | -6.7% | -13.5% |
| 3M | +18.3% | -22.9% | +41.2% | +22.9% |
| 6M | +100.5% | +4.4% | +96.1% | +97.5% |
| YTD | +79.5% | -20.0% | +99.5% | +83.0% |
| 1Y | +66.7% | +2.8% | +63.9% | +61.8% |
| 3Y | +161.2% | +16.5% | +144.7% | +131.2% |
| 5Y | +322.2% | +110.3% | +211.9% | +210.8% |
| All | +1,248.2% | +466.5% | +781.7% | +650.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling