-99.0%
FCEL vs PR
+65.1%
-164.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.2% |
| 7D | -8.3% | -9.5% | +1.2% | -5.8% |
| 30D | -43.0% | -5.7% | -37.3% | -42.2% |
| 3M | -48.2% | +3.0% | -51.1% | -48.7% |
| 6M | -25.0% | +11.8% | -36.8% | -28.1% |
| YTD | +40.6% | +58.5% | -17.8% | +23.7% |
| 1Y | +36.0% | +69.9% | -33.9% | +17.1% |
| 3Y | -66.7% | +84.9% | -151.6% | -72.3% |
| 5Y | -96.7% | +246.4% | -343.1% | -97.7% |
| 10Y | -99.0% | +70.3% | -169.3% | -99.2% |
| All | -99.0% | +65.1% | -164.1% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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