-80.4%
PATH vs FCEL
-95.7%
+15.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.0% | +8.9% | +3.9% |
| 7D | -4.8% | -14.9% | +10.1% | -2.3% |
| 30D | +2.7% | -41.7% | +44.3% | +11.5% |
| 3M | -4.2% | -53.2% | +49.0% | +5.9% |
| 6M | +24.7% | -19.0% | +43.8% | +9.5% |
| YTD | -17.6% | +44.2% | -61.8% | -40.8% |
| 1Y | -5.3% | +42.4% | -47.8% | -32.9% |
| 3Y | -22.0% | -71.9% | +49.9% | -30.6% |
| 5Y | -76.5% | -96.2% | +19.7% | -62.7% |
| All | -80.4% | -95.7% | +15.3% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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