-99.1%
FCEL vs PNR
+66.2%
-165.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +6.3% | -6.0% | +12.3% | +11.5% |
| 30D | -26.7% | -14.0% | -12.7% | -17.4% |
| 3M | -10.2% | -21.7% | +11.5% | +6.0% |
| 6M | +123.5% | -37.3% | +160.8% | +213.9% |
| YTD | +117.4% | -45.1% | +162.5% | +240.0% |
| 1Y | +146.0% | -49.1% | +195.1% | +313.0% |
| 3Y | -61.9% | -14.8% | -47.1% | -61.5% |
| 5Y | -90.5% | -21.0% | -69.5% | -89.8% |
| All | -99.1% | +66.2% | -165.3% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling