-69.3%
FCEL vs PLUG
-66.9%
-2.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -10.5% | +4.9% | +1.1% |
| 7D | -2.8% | -23.4% | +20.6% | +14.7% |
| 30D | -31.6% | -23.4% | -8.2% | -18.6% |
| 3M | -52.4% | -51.7% | -0.7% | -23.8% |
| 6M | -51.4% | -72.0% | +20.6% | +12.8% |
| YTD | +32.4% | -43.7% | +76.1% | +107.9% |
| 1Y | +37.5% | -55.4% | +92.9% | +144.3% |
| 3Y | -69.3% | -68.0% | -1.3% | -45.4% |
| All | -69.3% | -66.9% | -2.4% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling