-67.5%
FCEL vs PSA
+54.7%
-122.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.1% |
| 7D | +14.8% | -2.1% | +16.9% | +15.7% |
| 30D | -33.9% | +15.6% | -49.5% | -38.2% |
| 3M | -52.7% | +4.1% | -56.8% | -53.7% |
| 6M | -40.0% | +9.2% | -49.2% | -44.3% |
| YTD | +40.2% | +32.3% | +7.9% | +12.6% |
| 1Y | +32.9% | +26.2% | +6.8% | +10.5% |
| All | -67.5% | +54.7% | -122.1% | -87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling