-97.0%
FCEL vs PENG
+56.5%
-153.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.5% | -0.1% | -2.8% |
| 7D | -2.8% | +13.2% | -16.0% | -8.6% |
| 30D | -31.6% | -29.9% | -1.7% | -19.1% |
| 3M | -52.4% | -22.2% | -30.2% | -47.2% |
| 6M | -51.4% | -1.9% | -49.5% | -52.9% |
| YTD | +32.4% | +142.1% | -109.7% | -15.6% |
| 1Y | +37.5% | +151.5% | -114.0% | -14.0% |
| 3Y | -69.3% | +206.9% | -276.2% | -84.4% |
| All | -97.0% | +56.5% | -153.5% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling