-96.2%
FCEL vs PCOR
-7.6%
-88.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.8% |
| 7D | -2.8% | +3.0% | -5.9% | -4.1% |
| 30D | -31.6% | +38.7% | -70.3% | -42.8% |
| 3M | -52.4% | +24.9% | -77.3% | -58.7% |
| 6M | -51.4% | +68.8% | -120.2% | -65.5% |
| YTD | +32.4% | +6.7% | +25.7% | +15.5% |
| 1Y | +37.5% | +3.0% | +34.5% | +23.1% |
| 3Y | -69.3% | +48.6% | -117.9% | -80.3% |
| 5Y | -97.1% | -12.7% | -84.4% | -97.7% |
| All | -96.2% | -7.6% | -88.6% | -97.1% |
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