-70.9%
FCEL vs PL
+455.3%
-526.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +10.4% | +1.1% | +7.9% |
| 7D | -11.3% | -6.8% | -4.4% | -8.6% |
| 30D | -45.8% | -29.3% | -16.5% | -38.4% |
| 3M | -51.0% | -44.8% | -6.2% | -39.8% |
| 6M | -22.3% | -68.4% | +46.1% | +13.9% |
| YTD | +36.2% | -36.4% | +72.5% | +60.8% |
| 1Y | +29.0% | +0.7% | +28.2% | +33.5% |
| 3Y | -70.9% | +455.3% | -526.2% | -86.1% |
| All | -70.9% | +455.3% | -526.2% | -86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling