-60.3%
FCEL vs PBF
+55.5%
-115.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.6% |
| 7D | +15.1% | +1.4% | +13.7% | +14.8% |
| 30D | -16.4% | +15.8% | -32.3% | -19.5% |
| 3M | -5.3% | +90.3% | -95.5% | -18.0% |
| 6M | +124.5% | +102.8% | +21.7% | +87.4% |
| YTD | +126.7% | +187.3% | -60.7% | +73.9% |
| 1Y | +219.9% | +161.8% | +58.0% | +146.2% |
| All | -60.3% | +55.5% | -115.7% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling