-99.7%
FCEL vs PSLV
+108.9%
-208.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.3% | -0.6% | -4.4% |
| 7D | +6.3% | -4.9% | +11.1% | +7.8% |
| 30D | -18.8% | -1.9% | -16.9% | -18.6% |
| 3M | -3.8% | +4.2% | -8.0% | -4.8% |
| 6M | +121.1% | -27.6% | +148.7% | +140.7% |
| YTD | +113.3% | -11.7% | +124.9% | +115.0% |
| 1Y | +173.5% | +49.3% | +124.2% | +137.9% |
| 3Y | -63.9% | +167.1% | -231.0% | -72.9% |
| 5Y | -90.7% | +151.7% | -242.4% | -93.0% |
| 10Y | -99.2% | +187.0% | -286.1% | -99.4% |
| All | -99.7% | +108.9% | -208.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling