-95.7%
FCEL vs PCOR
-9.0%
-86.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.5% | +7.1% | +7.9% |
| 7D | +3.0% | +22.2% | -19.2% | -7.9% |
| 30D | -40.0% | +36.0% | -76.0% | -49.4% |
| 3M | -47.0% | +34.0% | -81.0% | -56.1% |
| 6M | -21.0% | +43.5% | -64.5% | -39.5% |
| YTD | +48.0% | +5.1% | +42.9% | +30.0% |
| 1Y | +43.9% | -3.9% | +47.8% | +34.5% |
| 3Y | -67.5% | +52.9% | -120.4% | -79.8% |
| 5Y | -96.7% | -18.7% | -78.0% | -97.3% |
| All | -95.7% | -9.0% | -86.8% | -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