-90.5%
FCEL vs PSA
+10.8%
-101.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.4% | -5.3% |
| 7D | +15.1% | -2.2% | +17.3% | +16.7% |
| 30D | -16.4% | -9.6% | -6.9% | -11.4% |
| 3M | -5.3% | -7.9% | +2.6% | -3.0% |
| 6M | +124.5% | -2.0% | +126.5% | +118.0% |
| YTD | +126.7% | +15.7% | +110.9% | +93.4% |
| 1Y | +219.9% | +5.8% | +214.1% | +191.9% |
| 3Y | -61.6% | +21.6% | -83.2% | -69.9% |
| 5Y | -90.5% | +13.1% | -103.6% | -92.8% |
| All | -90.5% | +10.8% | -101.3% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling