-99.1%
FCEL vs PTC
+196.2%
-295.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.3% | -3.4% | -4.5% |
| 7D | +15.1% | -13.6% | +28.6% | +25.8% |
| 30D | -16.4% | -14.7% | -1.8% | -8.5% |
| 3M | -5.3% | -5.9% | +0.6% | -7.5% |
| 6M | +124.5% | -21.1% | +145.7% | +145.8% |
| YTD | +126.7% | -26.0% | +152.7% | +157.0% |
| 1Y | +219.9% | -36.8% | +256.7% | +314.4% |
| 3Y | -61.6% | -10.3% | -51.4% | -63.9% |
| 5Y | -90.5% | +1.2% | -91.7% | -91.6% |
| 10Y | -99.1% | +198.3% | -297.4% | -99.6% |
| All | -99.1% | +196.2% | -295.3% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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