-97.0%
FCEL vs PENG
+597.2%
-694.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +12.4% | -0.9% | +5.8% |
| 7D | -11.2% | -19.4% | +8.2% | -2.1% |
| 30D | -45.8% | -42.4% | -3.4% | -30.5% |
| 3M | -51.0% | -25.6% | -25.3% | -44.6% |
| 6M | -22.2% | +7.3% | -29.5% | -26.8% |
| YTD | +36.3% | +113.9% | -77.6% | -7.4% |
| 1Y | +29.0% | +93.6% | -64.6% | -8.6% |
| 3Y | -70.9% | +170.2% | -241.1% | -83.9% |
| 5Y | -96.3% | +44.2% | -140.5% | -97.6% |
| All | -97.0% | +597.2% | -694.1% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling