-96.7%
FCEL vs PCOR
-17.9%
-78.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.9% |
| 7D | -8.3% | +20.7% | -29.0% | -17.9% |
| 30D | -43.0% | +35.7% | -78.7% | -52.2% |
| 3M | -48.2% | +31.1% | -79.2% | -56.8% |
| 6M | -25.0% | +43.1% | -68.1% | -43.1% |
| YTD | +40.6% | +4.8% | +35.8% | +23.1% |
| 1Y | +36.0% | -3.7% | +39.6% | +26.7% |
| 3Y | -66.7% | +46.5% | -113.3% | -79.5% |
| 5Y | -96.7% | -17.3% | -79.4% | -97.1% |
| All | -96.7% | -17.9% | -78.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling