+281.4%
FCEL vs PBF
+176.4%
+105.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.2% |
| 7D | -15.8% | +4.3% | -20.1% | -16.5% |
| 30D | -29.3% | +22.0% | -51.3% | -32.1% |
| 3M | -30.1% | +74.5% | -104.6% | -34.7% |
| 6M | +74.4% | +67.7% | +6.8% | +62.0% |
| YTD | +104.5% | +179.2% | -74.7% | +73.6% |
| 1Y | +281.4% | +170.0% | +111.4% | +231.6% |
| All | +281.4% | +176.4% | +105.0% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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