+42.4%
FCEL vs PSA
+28.0%
+14.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.8% | -8.8% | -5.1% |
| 7D | -14.9% | +10.5% | -25.4% | -12.3% |
| 30D | -41.7% | +21.7% | -63.4% | -38.8% |
| 3M | -53.2% | +6.1% | -59.2% | -52.9% |
| 6M | -19.0% | +18.3% | -37.4% | -21.3% |
| YTD | +44.2% | +36.1% | +8.1% | +29.7% |
| 1Y | +42.4% | +29.3% | +13.1% | +33.2% |
| All | +42.4% | +28.0% | +14.4% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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