-57.4%
FCEL vs PSA
+24.4%
-81.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.1% | +18.9% | +18.9% |
| 7D | +4.0% | -0.4% | +4.4% | +4.2% |
| 30D | -13.1% | -8.2% | -4.9% | -9.5% |
| 3M | +14.6% | -2.1% | +16.7% | +12.1% |
| 6M | +133.7% | -0.2% | +133.9% | +123.5% |
| YTD | +143.0% | +18.5% | +124.5% | +102.2% |
| 1Y | +320.9% | +6.6% | +314.3% | +279.7% |
| All | -57.4% | +24.4% | -81.8% | -74.1% |
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