-96.6%
FCEL vs PL
+46.3%
-142.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.5% | +6.0% | +6.3% |
| 7D | +3.9% | +13.4% | -9.5% | -0.7% |
| 30D | -33.1% | -10.2% | -23.0% | -29.5% |
| 3M | -43.0% | -39.5% | -3.5% | -30.1% |
| 6M | -31.3% | -65.7% | +34.4% | +4.5% |
| YTD | +49.8% | -27.3% | +77.1% | +67.1% |
| 1Y | +48.2% | +15.0% | +33.2% | +37.4% |
| 3Y | -64.6% | +560.8% | -625.4% | -87.7% |
| 5Y | -96.7% | +38.4% | -135.1% | -98.1% |
| All | -96.6% | +46.3% | -142.9% | -98.0% |
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