+42.4%
FCEL vs PNR
-31.2%
+73.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.3% | -9.3% | -6.4% |
| 7D | -14.9% | +11.9% | -26.8% | -16.4% |
| 30D | -41.7% | +37.1% | -78.8% | -44.9% |
| 3M | -53.2% | +5.7% | -58.9% | -53.5% |
| 6M | -19.0% | -5.7% | -13.4% | -16.3% |
| YTD | +44.2% | -29.8% | +74.0% | +65.4% |
| 1Y | +42.4% | -31.8% | +74.2% | +70.6% |
| All | +42.4% | -31.2% | +73.6% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling