-100.0%
FCEL vs PSKY
-42.2%
-57.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.7% |
| 7D | -15.8% | -0.2% | -15.6% | -16.2% |
| 30D | -29.3% | +24.0% | -53.3% | -37.0% |
| 3M | -30.1% | +2.2% | -32.3% | -32.0% |
| 6M | +74.4% | -9.0% | +83.4% | +76.9% |
| YTD | +104.5% | -18.1% | +122.7% | +111.1% |
| 1Y | +281.4% | -25.1% | +306.5% | +305.7% |
| 3Y | -66.1% | -16.3% | -49.8% | -70.7% |
| 5Y | -91.9% | -70.4% | -21.5% | -88.3% |
| 10Y | -99.2% | -74.2% | -25.0% | -99.0% |
| All | -100.0% | -42.2% | -57.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling