+146.0%
FCEL vs PSLV
+49.9%
+96.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.3% | -3.5% | +9.7% | +7.7% |
| 30D | -26.7% | -2.1% | -24.5% | -26.3% |
| 3M | -10.2% | -1.6% | -8.5% | -10.3% |
| 6M | +123.5% | -25.5% | +149.0% | +141.0% |
| YTD | +117.4% | -11.4% | +128.8% | +114.9% |
| 1Y | +146.0% | +48.6% | +97.4% | +76.4% |
| All | +146.0% | +49.9% | +96.1% | +76.4% |
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