-97.0%
FCEL vs PSA
+26.8%
-123.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.0% |
| 7D | +14.8% | -2.1% | +16.9% | +16.3% |
| 30D | -33.9% | +15.6% | -49.5% | -40.2% |
| 3M | -52.7% | +4.1% | -56.8% | -54.2% |
| 6M | -40.0% | +9.2% | -49.2% | -45.5% |
| YTD | +40.2% | +32.3% | +7.9% | +8.5% |
| 1Y | +32.9% | +26.2% | +6.8% | +6.8% |
| 3Y | -66.8% | +53.7% | -120.5% | -78.6% |
| 5Y | -97.0% | +26.6% | -123.5% | -98.0% |
| All | -97.0% | +26.8% | -123.7% | -98.0% |
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 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