-99.1%
FCEL vs PLUG
+6.6%
-105.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +7.4% | +4.1% | +6.8% |
| 7D | -11.2% | +5.8% | -17.1% | -13.9% |
| 30D | -45.8% | -18.5% | -27.2% | -37.4% |
| 3M | -51.0% | -30.0% | -21.0% | -37.4% |
| 6M | -22.2% | -56.2% | +33.9% | +42.5% |
| YTD | +36.3% | -26.4% | +62.6% | +77.5% |
| 1Y | +29.0% | -42.2% | +71.2% | +93.5% |
| 3Y | -70.9% | -76.8% | +6.0% | -50.2% |
| 5Y | -96.3% | -96.2% | -0.1% | -79.7% |
| All | -99.1% | +6.6% | -105.7% | -98.9% |
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