+33.1%
FSLR vs PWR
+250.5%
-217.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.8% | -3.3% |
| 7D | -8.4% | +4.7% | -13.2% | -11.0% |
| 30D | -0.9% | -12.5% | +11.6% | +3.4% |
| 3M | -26.1% | -9.3% | -16.7% | -24.8% |
| 6M | -23.6% | -22.2% | -1.5% | -16.5% |
| YTD | -31.8% | +44.2% | -76.0% | -46.1% |
| 1Y | -32.6% | +35.5% | -68.1% | -44.8% |
| All | +33.1% | +250.5% | -217.4% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling