-65.2%
FCEL vs PENG
+222.1%
-287.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +10.3% | -3.8% | +1.3% |
| 7D | +3.9% | +1.9% | +2.0% | +2.6% |
| 30D | -33.1% | -37.8% | +4.7% | -16.5% |
| 3M | -43.0% | -14.1% | -28.9% | -39.8% |
| 6M | -31.3% | +13.1% | -44.4% | -36.7% |
| YTD | +49.8% | +151.8% | -102.0% | -1.8% |
| 1Y | +48.2% | +136.0% | -87.8% | -0.5% |
| All | -65.2% | +222.1% | -287.3% | -87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling