+281.4%
FCEL vs PSLV
+57.1%
+224.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | -15.8% | -0.6% | -15.2% | -15.7% |
| 30D | -29.3% | +7.3% | -36.5% | -31.4% |
| 3M | -30.1% | -7.4% | -22.7% | -28.8% |
| 6M | +74.4% | -20.3% | +94.7% | +83.7% |
| YTD | +104.5% | -8.2% | +112.8% | +104.0% |
| 1Y | +281.4% | +57.9% | +223.4% | +298.0% |
| All | +281.4% | +57.1% | +224.2% | +298.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling