-78.0%
PATH vs FCEL
-93.9%
+15.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.9% | -18.5% | -17.0% |
| 7D | -16.3% | -15.8% | -0.5% | -14.0% |
| 30D | +9.9% | -29.3% | +39.2% | +15.6% |
| 3M | +30.2% | -30.1% | +60.3% | +28.5% |
| 6M | +37.2% | +74.4% | -37.2% | +1.0% |
| YTD | -7.3% | +104.5% | -111.8% | -35.9% |
| 1Y | +40.0% | +281.4% | -241.4% | -21.6% |
| 3Y | -4.4% | -66.1% | +61.7% | -13.8% |
| 5Y | -76.0% | -91.9% | +15.8% | -66.8% |
| All | -78.0% | -93.9% | +15.9% | -67.3% |
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