-99.9%
FCEL vs PLUG
-99.1%
-0.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +7.4% | +4.1% | +8.5% |
| 7D | -11.2% | +5.8% | -17.1% | -12.9% |
| 30D | -45.8% | -18.5% | -27.2% | -40.4% |
| 3M | -51.0% | -30.0% | -21.0% | -42.3% |
| 6M | -22.2% | -56.2% | +33.9% | +16.5% |
| YTD | +36.3% | -26.4% | +62.6% | +65.3% |
| 1Y | +29.0% | -42.2% | +71.2% | +72.2% |
| 3Y | -70.9% | -76.8% | +6.0% | -53.8% |
| 5Y | -96.3% | -96.2% | -0.1% | -87.6% |
| 10Y | -99.1% | +2.1% | -101.2% | -99.0% |
| All | -99.9% | -99.1% | -0.9% | -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