-65.4%
FCEL vs PCOR
-14.4%
-51.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +2.9% |
| 7D | -15.8% | -9.0% | -6.9% | -13.9% |
| 30D | -29.3% | +4.2% | -33.4% | -30.5% |
| 3M | -30.1% | +14.4% | -44.6% | -33.2% |
| 6M | +74.4% | +0.2% | +74.3% | +69.7% |
| YTD | +104.5% | -20.3% | +124.8% | +116.0% |
| 1Y | +281.4% | -16.1% | +297.5% | +292.3% |
| All | -65.4% | -14.4% | -51.0% | -65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling