+172.3%
PCAR vs FCEL
-91.9%
+264.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | +0.1% |
| 7D | -0.5% | -15.8% | +15.3% | +0.3% |
| 30D | -6.2% | -29.3% | +23.0% | -4.7% |
| 3M | +5.9% | -30.1% | +36.0% | +6.0% |
| 6M | +0.4% | +74.4% | -74.0% | -6.5% |
| YTD | +14.8% | +104.5% | -89.7% | +5.3% |
| 1Y | +30.1% | +281.4% | -251.3% | +12.6% |
| 3Y | +66.7% | -66.1% | +132.7% | +61.8% |
| All | +172.3% | -91.9% | +264.2% | +176.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling