-26.0%
FSLR vs PWR
+19.4%
-45.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.3% | -3.5% | +0.7% |
| 7D | +15.3% | -12.9% | +28.2% | +19.3% |
| 30D | +11.7% | -22.8% | +34.5% | +21.2% |
| 3M | -17.6% | -19.0% | +1.4% | -13.0% |
| 6M | -7.7% | -31.1% | +23.4% | +5.2% |
| YTD | -23.0% | +28.3% | -51.3% | -34.8% |
| 1Y | -26.0% | +22.2% | -48.3% | -34.6% |
| All | -26.0% | +19.4% | -45.4% | -34.6% |
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