-99.2%
FCEL vs PR
+109.1%
-208.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | -15.8% | +2.9% | -18.7% | -16.5% |
| 30D | -29.3% | +18.0% | -47.3% | -32.4% |
| 3M | -30.1% | +16.9% | -47.0% | -33.5% |
| 6M | +74.4% | +28.2% | +46.2% | +62.0% |
| YTD | +104.5% | +69.3% | +35.2% | +77.3% |
| 1Y | +281.4% | +69.5% | +211.9% | +228.5% |
| 3Y | -66.1% | +81.7% | -147.8% | -71.6% |
| 5Y | -91.9% | +422.2% | -514.1% | -94.9% |
| All | -99.2% | +109.1% | -208.3% | -99.4% |
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