-97.0%
FCEL vs PENG
+689.3%
-786.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.5% | -0.1% | -3.0% |
| 7D | -2.8% | +13.2% | -16.0% | -8.3% |
| 30D | -31.6% | -29.9% | -1.7% | -19.7% |
| 3M | -52.4% | -22.2% | -30.2% | -47.3% |
| 6M | -51.4% | -1.9% | -49.5% | -52.8% |
| YTD | +32.4% | +142.1% | -109.7% | -15.0% |
| 1Y | +37.5% | +151.5% | -114.0% | -13.3% |
| 3Y | -69.3% | +206.9% | -276.2% | -84.0% |
| 5Y | -97.1% | +58.2% | -155.4% | -98.2% |
| All | -97.0% | +689.3% | -786.4% | -99.0% |
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