-99.0%
FCEL vs PR
+66.7%
-165.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.1% | +9.7% | +8.9% |
| 7D | +3.0% | -12.4% | +15.4% | +6.7% |
| 30D | -40.0% | -6.6% | -33.4% | -39.0% |
| 3M | -47.0% | +7.5% | -54.5% | -48.2% |
| 6M | -21.0% | +10.8% | -31.8% | -24.1% |
| YTD | +48.0% | +57.0% | -9.0% | +30.5% |
| 1Y | +43.9% | +67.9% | -24.1% | +24.3% |
| 3Y | -67.5% | +87.6% | -155.1% | -73.0% |
| 5Y | -96.7% | +220.4% | -317.0% | -97.7% |
| 10Y | -99.0% | +64.8% | -163.8% | -99.2% |
| All | -99.0% | +66.7% | -165.7% | -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