-70.9%
FCEL vs PTC
+32.2%
-103.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.2% | +11.3% | +11.5% |
| 7D | -11.2% | -0.2% | -11.0% | -11.2% |
| 30D | -45.8% | +0.8% | -46.5% | -45.8% |
| 3M | -51.0% | +32.1% | -83.1% | -52.9% |
| 6M | -22.2% | +42.6% | -64.9% | -28.1% |
| YTD | +36.3% | +12.0% | +24.3% | +43.3% |
| 1Y | +29.0% | +12.2% | +16.9% | +35.7% |
| 3Y | -70.9% | +31.2% | -102.1% | -79.8% |
| All | -70.9% | +32.2% | -103.0% | -79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling