-97.3%
FCEL vs PENG
+520.3%
-617.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -23.0% | +7.7% | -4.6% |
| 7D | -26.7% | -36.7% | +10.0% | -9.8% |
| 30D | -56.8% | -42.0% | -14.7% | -45.4% |
| 3M | -57.8% | -33.2% | -24.6% | -49.9% |
| 6M | -34.1% | +2.1% | -36.2% | -36.7% |
| YTD | +22.2% | +90.3% | -68.1% | -12.4% |
| 1Y | +5.2% | +67.7% | -62.5% | -20.4% |
| 3Y | -76.2% | +154.2% | -230.4% | -86.5% |
| 5Y | -96.7% | +28.3% | -125.0% | -97.7% |
| All | -97.3% | +520.3% | -617.6% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling