-99.1%
FCEL vs PSA
+132.6%
-231.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.4% |
| 7D | -2.8% | -1.4% | -1.4% | -2.0% |
| 30D | -31.6% | +15.2% | -46.8% | -37.4% |
| 3M | -52.4% | +2.2% | -54.6% | -53.3% |
| 6M | -51.4% | +11.7% | -63.1% | -55.7% |
| YTD | +32.4% | +32.0% | +0.4% | +7.6% |
| 1Y | +37.5% | +26.3% | +11.2% | +14.9% |
| 3Y | -69.3% | +52.4% | -121.6% | -77.5% |
| 5Y | -97.1% | +26.3% | -123.4% | -97.7% |
| All | -99.1% | +132.6% | -231.7% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling