-99.7%
FCEL vs PBF
+278.8%
-378.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.8% | +0.7% | +5.2% |
| 7D | +3.9% | -4.0% | +7.9% | +5.1% |
| 30D | -33.1% | -18.0% | -15.1% | -30.1% |
| 3M | -43.0% | +0.9% | -43.9% | -43.6% |
| 6M | -31.3% | +65.7% | -97.0% | -40.2% |
| YTD | +49.8% | +161.9% | -112.1% | +16.2% |
| 1Y | +48.2% | +77.8% | -29.6% | +24.9% |
| 3Y | -64.6% | +74.9% | -139.4% | -71.4% |
| 5Y | -96.7% | +423.4% | -520.1% | -98.1% |
| 10Y | -99.0% | +255.2% | -354.2% | -99.5% |
| All | -99.7% | +278.8% | -378.5% | -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