-99.7%
FCEL vs PBF
+287.3%
-387.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.6% | -6.9% |
| 7D | +14.8% | +4.3% | +10.5% | +13.7% |
| 30D | -33.9% | -21.8% | -12.1% | -30.1% |
| 3M | -52.7% | +1.7% | -54.4% | -53.4% |
| 6M | -40.0% | +69.8% | -109.8% | -48.1% |
| YTD | +40.2% | +167.7% | -127.5% | +8.2% |
| 1Y | +32.9% | +89.0% | -56.0% | +10.5% |
| 3Y | -66.8% | +78.8% | -145.6% | -73.4% |
| 5Y | -97.0% | +415.4% | -512.4% | -98.2% |
| 10Y | -99.1% | +263.1% | -362.2% | -99.5% |
| All | -99.7% | +287.3% | -387.0% | -99.9% |
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