+43.1%
FCEL vs PLUG
-48.8%
+91.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.4% | +5.2% | +5.2% |
| 7D | +3.0% | +14.5% | -11.5% | -9.0% |
| 30D | -40.0% | -10.7% | -29.3% | -32.1% |
| 3M | -47.0% | -31.2% | -15.8% | -23.0% |
| 6M | -21.0% | -51.9% | +30.9% | +69.4% |
| YTD | +48.0% | -23.9% | +71.9% | +140.1% |
| All | +43.1% | -48.8% | +91.9% | +175.9% |
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 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