-96.8%
FCEL vs PL
+45.6%
-142.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.7% |
| 7D | -8.3% | +5.6% | -13.9% | -9.9% |
| 30D | -43.0% | -16.9% | -26.0% | -38.0% |
| 3M | -48.2% | -38.2% | -9.9% | -37.0% |
| 6M | -25.0% | -63.4% | +38.5% | +12.0% |
| YTD | +40.6% | -27.6% | +68.3% | +57.1% |
| 1Y | +36.0% | +6.6% | +29.4% | +29.5% |
| 3Y | -66.7% | +557.6% | -624.3% | -88.4% |
| 5Y | -96.7% | +39.5% | -136.1% | -98.1% |
| All | -96.8% | +45.6% | -142.4% | -98.2% |
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