-96.1%
FCEL vs PCOR
-10.3%
-85.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.4% | +11.8% | +11.6% |
| 7D | -11.3% | +22.7% | -34.0% | -21.0% |
| 30D | -45.8% | +37.5% | -83.3% | -54.5% |
| 3M | -51.0% | +35.2% | -86.2% | -59.6% |
| 6M | -22.3% | +42.2% | -64.5% | -40.3% |
| YTD | +36.2% | +3.6% | +32.6% | +20.3% |
| 1Y | +29.0% | -4.8% | +33.7% | +20.8% |
| 3Y | -70.9% | +48.3% | -119.2% | -81.6% |
| 5Y | -96.3% | -20.1% | -76.2% | -97.0% |
| All | -96.1% | -10.3% | -85.8% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling