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  • PWR vs FLR✓SelectedUSD · FLRPWR vs FLR performance historyLatest closeAs of+0.70%09/04
Stock and ETF performance explorer

PWR vs FLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,901.7%
FLR return
+603.8%
Excess return
+1,297.9%
Maximum drawdown
-95.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFLRExcessAlpha
1D+0.7%-2.3%+3.0%+1.6%
7D+3.6%+5.4%-1.8%+1.4%
30D-8.6%+11.4%-20.0%-13.2%
3M-13.2%+11.4%-24.6%-17.3%
6M+9.9%+16.6%-6.7%+1.9%
YTD+48.0%+41.7%+6.3%+26.6%
1Y+66.2%+35.4%+30.7%+44.3%
3Y+195.1%+57.3%+137.8%+129.7%
5Y+442.6%+241.0%+201.6%+194.3%
10Y+2,334.2%+16.6%+2,317.6%+1,425.9%
All+1,901.7%+603.8%+1,297.9%+543.1%

Cumulative growth

Daily Returns

Daily percentage return beside FLR.

Daily Out/Under-Performance

Portfolio return minus FLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FLR 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 all: compounded portfolio wealth divided by compounded FLR 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…

all analysis · Full analysis span regression · 6 months rolling