-99.8%
FCEL vs PSA
+15,528.2%
-15,628.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.4% |
| 7D | -2.8% | -1.4% | -1.4% | -1.9% |
| 30D | -31.6% | +15.2% | -46.8% | -37.7% |
| 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% | +8.3% |
| 1Y | +37.5% | +26.3% | +11.2% | +15.4% |
| 3Y | -69.3% | +52.4% | -121.6% | -77.1% |
| 5Y | -97.1% | +26.3% | -123.4% | -97.6% |
| 10Y | -99.1% | +132.3% | -231.5% | -99.5% |
| All | -99.8% | +15,528.2% | -15,628.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling