+55.3%
FSLR vs PWR
+423.6%
-368.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.1% |
| 7D | -12.0% | +19.1% | -31.1% | -19.6% |
| 30D | -7.7% | -12.0% | +4.3% | -3.7% |
| 3M | -24.0% | -10.6% | -13.4% | -22.1% |
| 6M | -24.4% | -20.8% | -3.6% | -17.9% |
| YTD | -34.0% | +43.7% | -77.8% | -49.3% |
| 1Y | -35.6% | +35.0% | -70.6% | -48.6% |
| 3Y | +28.7% | +249.4% | -220.8% | -44.5% |
| 5Y | +55.3% | +422.1% | -366.8% | -51.6% |
| All | +55.3% | +423.6% | -368.3% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling