-99.7%
FCEL vs PNR
+2,611.8%
-2,711.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.6% | +21.4% | +20.5% |
| 7D | +4.0% | -3.0% | +7.0% | +5.8% |
| 30D | -13.1% | -14.9% | +1.8% | -4.3% |
| 3M | +14.6% | -19.0% | +33.6% | +27.9% |
| 6M | +133.7% | -35.9% | +169.6% | +198.7% |
| YTD | +143.0% | -43.1% | +186.1% | +233.2% |
| 1Y | +320.9% | -46.4% | +367.2% | +501.0% |
| 3Y | -58.9% | -10.8% | -48.1% | -58.0% |
| 5Y | -89.7% | -18.9% | -70.8% | -88.4% |
| 10Y | -99.1% | +64.4% | -163.5% | -99.3% |
| All | -99.7% | +2,611.8% | -2,711.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling