-99.1%
FCEL vs PSLV
+190.6%
-289.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.3% | -3.5% | +9.7% | +7.8% |
| 30D | -26.7% | -2.1% | -24.5% | -26.3% |
| 3M | -10.2% | -1.6% | -8.5% | -9.7% |
| 6M | +123.5% | -25.5% | +149.0% | +150.3% |
| YTD | +117.4% | -11.4% | +128.8% | +114.2% |
| 1Y | +146.0% | +48.6% | +97.4% | +87.5% |
| 3Y | -61.9% | +166.9% | -228.8% | -78.0% |
| 5Y | -90.5% | +152.4% | -242.9% | -94.5% |
| All | -99.1% | +190.6% | -289.7% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling