+35.8%
PCAR vs FCEL
-68.7%
+104.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +0.5% |
| 7D | +4.9% | -2.8% | +7.7% | +5.0% |
| 30D | -1.4% | -31.6% | +30.2% | -0.2% |
| 3M | -18.1% | -52.4% | +34.3% | -16.3% |
| 6M | -4.0% | -51.4% | +47.4% | -3.6% |
| YTD | -1.5% | +32.4% | -33.9% | -7.3% |
| 1Y | +13.2% | +37.5% | -24.3% | +5.9% |
| 3Y | +35.8% | -69.3% | +105.1% | +32.1% |
| All | +35.8% | -68.7% | +104.5% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling