-99.6%
FCEL vs PBF
+303.9%
-403.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.2% |
| 7D | -15.8% | +4.3% | -20.1% | -16.7% |
| 30D | -29.3% | +22.0% | -51.3% | -32.8% |
| 3M | -30.1% | +74.5% | -104.6% | -39.1% |
| 6M | +74.4% | +67.7% | +6.8% | +51.1% |
| YTD | +104.5% | +179.2% | -74.7% | +57.4% |
| 1Y | +281.4% | +170.0% | +111.4% | +191.5% |
| 3Y | -66.1% | +66.4% | -132.5% | -72.3% |
| 5Y | -91.9% | +764.5% | -856.4% | -95.8% |
| 10Y | -99.2% | +358.5% | -457.7% | -99.6% |
| All | -99.6% | +303.9% | -403.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling