-96.7%
FCEL vs PENG
+720.8%
-817.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +10.3% | -3.8% | +1.7% |
| 7D | +3.9% | +1.9% | +2.0% | +2.9% |
| 30D | -33.1% | -37.8% | +4.7% | -17.1% |
| 3M | -43.0% | -14.1% | -28.9% | -39.7% |
| 6M | -31.3% | +13.1% | -44.4% | -37.1% |
| YTD | +49.8% | +151.8% | -102.0% | -5.6% |
| 1Y | +48.2% | +136.0% | -87.8% | -4.0% |
| 3Y | -64.6% | +217.9% | -282.5% | -81.9% |
| 5Y | -96.7% | +64.1% | -160.8% | -98.0% |
| All | -96.7% | +720.8% | -817.5% | -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