+526.6%
FSLR vs PWR
+1,742.8%
-1,216.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.3% | -3.5% | -0.2% |
| 7D | +15.3% | -12.9% | +28.2% | +21.3% |
| 30D | +11.7% | -22.8% | +34.5% | +24.0% |
| 3M | -17.6% | -19.0% | +1.4% | -11.3% |
| 6M | -7.7% | -31.1% | +23.4% | +6.8% |
| YTD | -23.0% | +28.3% | -51.3% | -35.5% |
| 1Y | -26.0% | +22.2% | -48.3% | -36.5% |
| 3Y | +36.9% | +222.2% | -185.3% | -30.1% |
| 5Y | +72.9% | +364.2% | -291.2% | -27.2% |
| All | +526.6% | +1,742.8% | -1,216.2% | +40.8% |
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