-22.3%
PINS vs FCEL
-86.8%
+64.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +11.5% | -15.7% | -4.9% |
| 7D | -2.1% | -11.2% | +9.2% | -1.5% |
| 30D | -6.6% | -45.8% | +39.1% | -3.2% |
| 3M | -18.7% | -51.0% | +32.3% | -15.8% |
| 6M | -10.4% | -22.2% | +11.9% | -12.8% |
| YTD | -26.8% | +36.3% | -63.0% | -32.6% |
| 1Y | -27.9% | +29.0% | -56.9% | -33.7% |
| 3Y | -38.7% | -70.9% | +32.2% | -41.7% |
| 5Y | -59.0% | -96.3% | +37.3% | -56.1% |
| All | -22.3% | -86.8% | +64.5% | -26.9% |
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