-99.2%
FCEL vs PSKY
-75.1%
-24.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.6% | -7.5% | -6.5% |
| 7D | +6.3% | -6.0% | +12.2% | +8.9% |
| 30D | -18.8% | +10.7% | -29.5% | -22.4% |
| 3M | -3.8% | +1.2% | -5.0% | -5.6% |
| 6M | +121.1% | +1.5% | +119.6% | +114.5% |
| YTD | +113.3% | -21.8% | +135.0% | +124.3% |
| 1Y | +173.5% | -30.2% | +203.7% | +198.8% |
| 3Y | -63.9% | -20.1% | -43.8% | -66.8% |
| 5Y | -90.7% | -70.5% | -20.2% | -87.1% |
| All | -99.2% | -75.1% | -24.0% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling