-81.1%
PATH vs FCEL
-96.4%
+15.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -15.3% | +11.6% | -1.1% |
| 7D | -5.6% | -26.7% | +21.1% | -0.8% |
| 30D | -0.7% | -56.8% | +56.1% | +13.6% |
| 3M | -5.9% | -57.8% | +51.9% | +5.6% |
| 6M | +21.6% | -34.1% | +55.7% | +10.7% |
| YTD | -20.6% | +22.2% | -42.8% | -41.5% |
| 1Y | -10.6% | +5.2% | -15.8% | -32.5% |
| 3Y | -24.9% | -76.2% | +51.3% | -31.4% |
| 5Y | -76.8% | -96.7% | +19.8% | -62.4% |
| All | -81.1% | -96.4% | +15.2% | -70.1% |
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