+455.6%
FSLR vs PWR
+1,887.5%
-1,432.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.8% | -3.5% |
| 7D | -8.4% | +4.7% | -13.2% | -11.4% |
| 30D | -0.9% | -12.5% | +11.6% | +3.3% |
| 3M | -26.1% | -9.3% | -16.7% | -24.9% |
| 6M | -23.6% | -22.2% | -1.5% | -16.9% |
| YTD | -31.8% | +44.2% | -76.0% | -46.2% |
| 1Y | -32.6% | +35.5% | -68.1% | -45.1% |
| 3Y | +33.0% | +250.4% | -217.4% | -35.0% |
| 5Y | +56.8% | +425.6% | -368.8% | -38.1% |
| 10Y | +455.6% | +1,874.2% | -1,418.7% | +17.8% |
| All | +455.6% | +1,887.5% | -1,432.0% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling