-91.7%
FCEL vs PLUG
-91.8%
+0.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | 0.0% |
| 7D | -15.8% | -0.9% | -14.9% | -15.3% |
| 30D | -29.3% | +3.3% | -32.6% | -31.1% |
| 3M | -30.1% | -39.7% | +9.6% | +0.6% |
| 6M | +74.4% | -12.5% | +86.9% | +106.4% |
| YTD | +104.5% | +10.2% | +94.4% | +102.6% |
| 1Y | +281.4% | +50.7% | +230.7% | +199.6% |
| 3Y | -66.1% | -74.5% | +8.4% | -41.0% |
| All | -91.7% | -91.8% | +0.1% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling