+3,705.5%
PANW vs FSLR
+1,318.8%
+2,386.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.4% |
| 7D | -6.9% | +6.8% | -13.7% | -7.9% |
| 30D | -7.4% | -14.7% | +7.3% | -5.2% |
| 3M | +26.5% | -22.6% | +49.1% | +31.2% |
| 6M | +104.2% | +12.7% | +91.5% | +98.8% |
| YTD | +82.9% | -18.4% | +101.3% | +85.8% |
| 1Y | +70.7% | +4.9% | +65.8% | +65.5% |
| 3Y | +170.9% | +16.4% | +154.6% | +143.1% |
| 5Y | +334.1% | +123.5% | +210.7% | +231.8% |
| 10Y | +1,275.6% | +454.3% | +821.3% | +742.6% |
| All | +3,705.5% | +1,318.8% | +2,386.7% | +2,109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling