+66.7%
PANW vs FSLR
+2.3%
+64.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.4% |
| 7D | -0.8% | +2.2% | -3.0% | -1.0% |
| 30D | -14.6% | -7.8% | -6.7% | -14.2% |
| 3M | +18.3% | -22.9% | +41.2% | +19.0% |
| 6M | +100.5% | +4.4% | +96.1% | +104.4% |
| YTD | +79.5% | -20.0% | +99.5% | +82.9% |
| 1Y | +66.7% | +2.8% | +63.9% | +59.3% |
| All | +66.7% | +2.3% | +64.4% | +59.3% |
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