+293.0%
PCAR vs FCEL
-98.9%
+391.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.6% | -5.0% | +3.4% |
| 7D | +2.9% | +3.0% | -0.1% | +2.7% |
| 30D | -2.1% | -40.0% | +37.9% | -0.6% |
| 3M | -20.4% | -47.0% | +26.7% | -19.1% |
| 6M | -7.0% | -21.0% | +14.0% | -8.1% |
| YTD | -2.6% | +48.0% | -50.7% | -6.8% |
| 1Y | +9.8% | +43.9% | -34.1% | +5.0% |
| 3Y | +37.3% | -67.5% | +104.8% | +33.6% |
| 5Y | +116.4% | -96.7% | +213.1% | +121.4% |
| 10Y | +293.0% | -99.0% | +392.0% | +333.4% |
| All | +293.0% | -98.9% | +391.9% | +333.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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