-67.5%
FCEL vs P
+203.4%
-270.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.4% | -9.8% | -7.8% |
| 7D | +14.8% | +17.8% | -3.0% | +7.3% |
| 30D | -33.9% | -29.9% | -4.0% | -23.4% |
| 3M | -52.7% | -1.2% | -51.5% | -52.3% |
| 6M | -40.0% | +32.1% | -72.1% | -46.3% |
| YTD | +40.2% | +64.3% | -24.1% | +16.4% |
| 1Y | +32.9% | +24.3% | +8.7% | +17.1% |
| All | -67.5% | +203.4% | -270.8% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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