-69.3%
FCEL vs PR
+95.8%
-165.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -6.0% |
| 7D | -2.8% | +6.0% | -8.8% | -4.9% |
| 30D | -31.6% | -4.2% | -27.4% | -30.7% |
| 3M | -52.4% | +10.0% | -62.4% | -54.4% |
| 6M | -51.4% | +15.6% | -67.0% | -55.0% |
| YTD | +32.4% | +68.2% | -35.8% | +4.4% |
| 1Y | +37.5% | +79.2% | -41.7% | +4.5% |
| 3Y | -69.3% | +94.9% | -164.2% | -82.0% |
| All | -69.3% | +95.8% | -165.1% | -82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling