-90.5%
FCEL vs PBF
+817.4%
-907.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.7% |
| 6M | +124.5% | +102.8% | +21.7% | +86.4% |
| YTD | +126.7% | +187.3% | -60.7% | +72.9% |
| 1Y | +219.9% | +161.8% | +58.0% | +145.1% |
| 3Y | -61.6% | +55.5% | -117.1% | -68.0% |
| 5Y | -90.5% | +801.9% | -892.4% | -96.0% |
| All | -90.5% | +817.4% | -907.9% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling