-96.9%
FCEL vs PL
+28.1%
-124.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +10.4% | +1.2% | +7.4% |
| 7D | -11.2% | -6.8% | -4.4% | -8.1% |
| 30D | -45.8% | -29.3% | -16.5% | -37.1% |
| 3M | -51.0% | -44.8% | -6.2% | -37.7% |
| 6M | -22.2% | -68.4% | +46.1% | +22.8% |
| YTD | +36.3% | -36.4% | +72.6% | +60.3% |
| 1Y | +29.0% | +0.7% | +28.3% | +26.0% |
| 3Y | -70.9% | +455.3% | -526.2% | -89.1% |
| 5Y | -96.3% | +22.7% | -119.0% | -97.7% |
| All | -96.9% | +28.1% | -124.9% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling