+332.2%
PANW vs FSLR
+106.8%
+225.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | -11.8% | -14.0% | +2.2% | -10.2% |
| 3M | +28.6% | -16.9% | +45.5% | +31.2% |
| 6M | +104.4% | +4.7% | +99.7% | +102.3% |
| YTD | +83.8% | -20.7% | +104.5% | +87.0% |
| 1Y | +71.5% | +1.7% | +69.9% | +67.9% |
| 3Y | +172.2% | +13.1% | +159.1% | +145.2% |
| 5Y | +332.2% | +108.4% | +223.8% | +196.2% |
| All | +332.2% | +106.8% | +225.5% | +196.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling