-73.9%
FCEL vs PR
+61.1%
-135.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -4.9% | -10.4% | -13.5% |
| 7D | -26.7% | -16.5% | -10.1% | -21.8% |
| 30D | -56.8% | -4.5% | -52.2% | -56.1% |
| 3M | -57.8% | +8.5% | -66.3% | -59.4% |
| 6M | -34.1% | -3.3% | -30.8% | -33.9% |
| YTD | +22.2% | +55.7% | -33.5% | -0.5% |
| 1Y | +5.2% | +82.0% | -76.9% | -21.3% |
| All | -73.9% | +61.1% | -135.0% | -82.8% |
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