-70.9%
FCEL vs PCOR
+43.8%
-114.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.4% | +11.8% | +11.5% |
| 7D | -11.3% | +22.7% | -34.0% | -15.4% |
| 30D | -45.8% | +37.5% | -83.3% | -49.8% |
| 3M | -51.0% | +35.2% | -86.2% | -55.0% |
| 6M | -22.3% | +42.2% | -64.5% | -30.7% |
| YTD | +36.2% | +3.6% | +32.6% | +35.7% |
| 1Y | +29.0% | -4.8% | +33.7% | +34.7% |
| 3Y | -70.9% | +48.3% | -119.2% | -82.3% |
| All | -70.9% | +43.8% | -114.7% | -82.3% |
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