+29.0%
FCEL vs PLUG
-45.5%
+74.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +7.4% | +4.1% | +4.3% |
| 7D | -11.2% | +5.8% | -17.1% | -15.4% |
| 30D | -45.8% | -18.5% | -27.2% | -33.2% |
| 3M | -51.0% | -30.0% | -21.0% | -30.3% |
| 6M | -22.2% | -56.2% | +33.9% | +78.0% |
| YTD | +36.3% | -26.4% | +62.6% | +128.9% |
| 1Y | +29.0% | -42.2% | +71.2% | +150.6% |
| All | +29.0% | -45.5% | +74.5% | +150.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling