-65.2%
FCEL vs PBF
+75.3%
-140.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.8% | +0.7% | +5.1% |
| 7D | +3.9% | -4.0% | +7.9% | +5.1% |
| 30D | -33.1% | -18.0% | -15.1% | -30.0% |
| 3M | -43.0% | +0.9% | -43.9% | -43.8% |
| 6M | -31.3% | +65.7% | -97.0% | -39.9% |
| YTD | +49.8% | +161.9% | -112.1% | +15.2% |
| 1Y | +48.2% | +77.8% | -29.6% | +25.2% |
| All | -65.2% | +75.3% | -140.5% | -72.0% |
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