-91.7%
FCEL vs PL
+82.7%
-174.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.4% |
| 7D | -15.8% | -9.3% | -6.5% | -13.2% |
| 30D | -29.3% | -18.9% | -10.4% | -23.7% |
| 3M | -30.1% | -58.4% | +28.2% | -2.7% |
| 6M | +74.4% | -30.3% | +104.8% | +93.2% |
| YTD | +104.5% | -8.1% | +112.6% | +105.4% |
| 1Y | +281.4% | +180.5% | +100.9% | +145.7% |
| 3Y | -66.1% | +444.1% | -510.2% | -87.0% |
| All | -91.7% | +82.7% | -174.4% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling