-26.0%
FSLR vs PWR
+31.4%
-57.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -11.7% | +16.3% | +8.8% |
| 7D | +10.3% | -4.4% | +14.7% | +11.0% |
| 30D | +10.4% | -15.1% | +25.5% | +16.4% |
| 3M | -20.2% | -16.2% | -3.9% | -15.7% |
| 6M | -8.0% | -23.3% | +15.4% | +1.6% |
| YTD | -25.5% | +37.6% | -63.2% | -39.2% |
| 1Y | -26.0% | +32.4% | -58.4% | -37.5% |
| All | -26.0% | +31.4% | -57.4% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 1y: compounded portfolio wealth divided by compounded PWR 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…
1y analysis · Full analysis span regression · 6 months rolling