+36.0%
FCEL vs PENG
+103.2%
-67.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.7% | -3.6% |
| 7D | -8.3% | -16.1% | +7.8% | +1.0% |
| 30D | -43.0% | -41.5% | -1.5% | -23.6% |
| 3M | -48.2% | -19.1% | -29.1% | -43.2% |
| 6M | -25.0% | +0.9% | -25.9% | -28.5% |
| YTD | +40.6% | +128.2% | -87.6% | -13.7% |
| 1Y | +36.0% | +98.6% | -62.6% | -9.8% |
| All | +36.0% | +103.2% | -67.2% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling