-81.1%
PATH vs FSLR
+147.1%
-228.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.9% |
| 7D | -5.6% | +10.7% | -16.3% | -8.0% |
| 30D | -0.7% | +8.9% | -9.6% | -2.9% |
| 3M | -5.9% | -17.3% | +11.5% | -1.8% |
| 6M | +21.6% | -10.8% | +32.4% | +22.8% |
| YTD | -20.6% | -25.1% | +4.4% | -17.5% |
| 1Y | -10.6% | -29.4% | +18.8% | -5.7% |
| 3Y | -24.9% | +28.8% | -53.7% | -41.8% |
| 5Y | -76.8% | +68.3% | -145.1% | -86.8% |
| All | -81.1% | +147.1% | -228.2% | -91.0% |
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