-61.9%
FCEL vs PSLV
+165.9%
-227.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.3% | -3.5% | +9.7% | +7.9% |
| 30D | -26.7% | -2.1% | -24.5% | -26.3% |
| 3M | -10.2% | -1.6% | -8.5% | -9.9% |
| 6M | +123.5% | -25.5% | +149.0% | +149.4% |
| YTD | +117.4% | -11.4% | +128.8% | +106.3% |
| 1Y | +146.0% | +48.6% | +97.4% | +65.3% |
| 3Y | -61.9% | +166.9% | -228.8% | -84.3% |
| All | -61.9% | +165.9% | -227.8% | -84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling