-70.9%
FCEL vs PENG
+184.4%
-255.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +12.4% | -0.9% | +5.4% |
| 7D | -11.2% | -19.4% | +8.2% | -1.7% |
| 30D | -45.8% | -42.4% | -3.4% | -29.7% |
| 3M | -51.0% | -25.6% | -25.3% | -44.4% |
| 6M | -22.2% | +7.3% | -29.5% | -25.5% |
| YTD | +36.3% | +113.9% | -77.6% | -2.8% |
| 1Y | +29.0% | +93.6% | -64.6% | -4.6% |
| 3Y | -70.9% | +170.2% | -241.1% | -86.4% |
| All | -70.9% | +184.4% | -255.2% | -86.4% |
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