+24.7%
PATH vs FSLR
-8.7%
+33.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.7% | +2.2% |
| 7D | -4.8% | +10.3% | -15.1% | -6.1% |
| 30D | +2.7% | +10.4% | -7.8% | +1.2% |
| 3M | -4.2% | -20.2% | +16.0% | -1.6% |
| 6M | +24.7% | -8.0% | +32.7% | +33.8% |
| All | +24.7% | -8.7% | +33.4% | +33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling