-99.1%
FCEL vs PBF
+374.8%
-474.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | +6.3% | +5.3% | +1.0% | +5.1% |
| 30D | -26.7% | +11.7% | -38.4% | -28.7% |
| 3M | -10.2% | +91.1% | -101.3% | -22.9% |
| 6M | +123.5% | +88.4% | +35.1% | +89.3% |
| YTD | +117.4% | +194.1% | -76.7% | +65.8% |
| 1Y | +146.0% | +180.4% | -34.4% | +86.8% |
| 3Y | -61.9% | +59.3% | -121.2% | -68.4% |
| 5Y | -90.5% | +816.3% | -906.8% | -95.1% |
| All | -99.1% | +374.8% | -474.0% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling