-99.9%
FCEL vs PLUG
-98.6%
-1.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.7% |
| 7D | -15.8% | -0.9% | -14.9% | -15.5% |
| 30D | -29.3% | +3.3% | -32.6% | -30.3% |
| 3M | -30.1% | -39.7% | +9.6% | -11.7% |
| 6M | +74.4% | -12.5% | +86.9% | +95.9% |
| YTD | +104.5% | +10.2% | +94.4% | +106.6% |
| 1Y | +281.4% | +50.7% | +230.7% | +238.9% |
| 3Y | -66.1% | -74.5% | +8.4% | -49.2% |
| 5Y | -91.9% | -91.8% | -0.1% | -80.1% |
| 10Y | -99.2% | +43.7% | -142.9% | -99.3% |
| All | -99.9% | -98.6% | -1.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling