+8,384.4%
PCAR vs FCEL
-99.8%
+8,484.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +11.5% | -13.9% | -3.3% |
| 7D | +0.1% | -11.2% | +11.3% | +0.8% |
| 30D | -4.6% | -45.8% | +41.2% | -0.4% |
| 3M | -22.6% | -51.0% | +28.4% | -19.3% |
| 6M | -12.0% | -22.2% | +10.3% | -14.5% |
| YTD | -6.1% | +36.3% | -42.3% | -14.5% |
| 1Y | +6.3% | +29.0% | -22.7% | -3.3% |
| 3Y | +31.8% | -70.9% | +102.7% | +25.0% |
| 5Y | +104.2% | -96.3% | +200.5% | +118.4% |
| 10Y | +302.9% | -99.1% | +402.0% | +251.8% |
| All | +8,384.4% | -99.8% | +8,484.3% | +7,374.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling