+42.4%
FCEL vs PL
-0.6%
+43.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.4% | +0.4% | -2.8% |
| 7D | -14.9% | -11.7% | -3.1% | -9.1% |
| 30D | -41.7% | -27.1% | -14.5% | -30.9% |
| 3M | -53.2% | -44.6% | -8.6% | -37.5% |
| 6M | -19.0% | -67.2% | +48.1% | +34.2% |
| YTD | +44.2% | -35.9% | +80.0% | +81.6% |
| 1Y | +42.4% | -0.4% | +42.8% | +51.9% |
| All | +42.4% | -0.6% | +43.1% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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