-96.9%
FCEL vs PR
+225.0%
-322.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +1.9% | +9.6% | +10.8% |
| 7D | -11.2% | -16.4% | +5.2% | -4.8% |
| 30D | -45.8% | -1.9% | -43.9% | -45.5% |
| 3M | -51.0% | +8.0% | -58.9% | -52.8% |
| 6M | -22.2% | +4.1% | -26.3% | -25.1% |
| YTD | +36.3% | +58.7% | -22.4% | +11.3% |
| 1Y | +29.0% | +75.8% | -46.8% | +0.3% |
| 3Y | -70.9% | +73.2% | -144.0% | -77.9% |
| All | -96.9% | +225.0% | -322.0% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling