-99.6%
FCEL vs PR
+147.8%
-247.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -4.9% | -10.4% | -14.1% |
| 7D | -26.7% | -16.5% | -10.1% | -23.2% |
| 30D | -56.8% | -4.5% | -52.2% | -56.3% |
| 3M | -57.8% | +8.5% | -66.3% | -58.8% |
| 6M | -34.1% | -3.3% | -30.8% | -34.4% |
| YTD | +22.2% | +55.7% | -33.5% | +8.1% |
| 1Y | +5.2% | +82.0% | -76.9% | -11.1% |
| 3Y | -76.2% | +62.5% | -138.6% | -79.5% |
| 5Y | -96.7% | +223.9% | -320.6% | -97.7% |
| 10Y | -99.2% | +64.2% | -163.4% | -99.3% |
| All | -99.6% | +147.8% | -247.4% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling