-95.7%
FCEL vs PCOR
-7.7%
-88.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.9% | +5.7% |
| 7D | +3.9% | +2.5% | +1.4% | +2.8% |
| 30D | -33.1% | +37.9% | -71.0% | -43.9% |
| 3M | -43.0% | +32.0% | -74.9% | -52.2% |
| 6M | -31.3% | +54.7% | -86.0% | -49.2% |
| YTD | +49.8% | +6.6% | +43.2% | +30.7% |
| 1Y | +48.2% | -1.7% | +49.9% | +36.8% |
| 3Y | -64.6% | +49.0% | -113.5% | -77.4% |
| 5Y | -96.7% | -12.5% | -84.2% | -97.4% |
| All | -95.7% | -7.7% | -88.0% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling