-75.7%
PATH vs FSLR
+117.9%
-193.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.4% | -15.2% | -16.3% |
| 7D | -16.3% | 0.0% | -16.3% | -16.3% |
| 30D | +9.9% | -13.7% | +23.6% | +13.8% |
| 3M | +30.2% | -35.1% | +65.2% | +43.5% |
| 6M | +37.2% | +3.6% | +33.6% | +33.2% |
| YTD | -7.3% | -21.7% | +14.4% | -4.4% |
| 1Y | +40.0% | +1.3% | +38.7% | +33.9% |
| 3Y | -4.4% | +9.7% | -14.1% | -20.4% |
| All | -75.7% | +117.9% | -193.6% | -87.8% |
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