+431.5%
FSLR vs PWR
+2,342.6%
-1,911.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.8% |
| 7D | 0.0% | +3.6% | -3.6% | -1.7% |
| 30D | -13.7% | -8.6% | -5.1% | -10.2% |
| 3M | -35.1% | -13.2% | -21.9% | -31.1% |
| 6M | +3.6% | +9.9% | -6.3% | -2.6% |
| YTD | -21.7% | +48.0% | -69.8% | -37.3% |
| 1Y | +1.3% | +66.2% | -64.9% | -23.6% |
| 3Y | +9.7% | +195.1% | -185.4% | -40.0% |
| 5Y | +117.4% | +442.6% | -325.2% | -12.9% |
| All | +431.5% | +2,342.6% | -1,911.2% | -1.9% |
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