+451.9%
PWR vs FCEL
-90.4%
+542.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.7% | +4.8% | -1.1% |
| 7D | +2.7% | +15.1% | -12.4% | +0.8% |
| 30D | -5.1% | -16.4% | +11.3% | -3.7% |
| 3M | -9.4% | -5.3% | -4.1% | -11.0% |
| 6M | +10.4% | +124.5% | -114.1% | -4.9% |
| YTD | +48.6% | +126.7% | -78.0% | +26.8% |
| 1Y | +68.0% | +219.9% | -151.9% | +34.9% |
| 3Y | +204.7% | -61.6% | +266.4% | +193.1% |
| 5Y | +451.9% | -90.5% | +542.4% | +510.9% |
| All | +451.9% | -90.4% | +542.3% | +510.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling