-99.0%
FCEL vs PLUG
+25.0%
-124.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.4% | +5.2% | +6.4% |
| 7D | +3.0% | +14.5% | -11.5% | -4.9% |
| 30D | -40.0% | -10.7% | -29.3% | -34.5% |
| 3M | -47.0% | -31.2% | -15.8% | -31.4% |
| 6M | -21.0% | -51.9% | +30.9% | +36.7% |
| YTD | +48.0% | -23.9% | +71.9% | +88.9% |
| 1Y | +43.9% | -43.4% | +87.3% | +119.1% |
| 3Y | -67.5% | -74.7% | +7.2% | -47.5% |
| 5Y | -96.7% | -96.3% | -0.4% | -81.6% |
| 10Y | -99.0% | +20.0% | -119.0% | -98.8% |
| All | -99.0% | +25.0% | -124.0% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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