-99.8%
FCEL vs PTC
+1,641.1%
-1,740.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.4% | +8.2% | +8.5% |
| 7D | +3.0% | +0.8% | +2.2% | +2.8% |
| 30D | -40.0% | +0.7% | -40.7% | -40.1% |
| 3M | -47.0% | +32.6% | -79.6% | -52.8% |
| 6M | -21.0% | +33.6% | -54.6% | -31.3% |
| YTD | +48.0% | +12.4% | +35.6% | +34.8% |
| 1Y | +43.9% | +11.2% | +32.7% | +31.6% |
| 3Y | -67.5% | +31.7% | -99.2% | -71.8% |
| 5Y | -96.7% | +60.1% | -156.7% | -97.2% |
| 10Y | -99.0% | +317.2% | -416.2% | -99.3% |
| All | -99.8% | +1,641.1% | -1,740.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling