-99.2%
FCEL vs PEG
+148.3%
-247.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.8% |
| 7D | +6.3% | -0.9% | +7.2% | +6.9% |
| 30D | -18.8% | -2.8% | -16.0% | -17.5% |
| 3M | -3.8% | -6.9% | +3.1% | -0.3% |
| 6M | +121.1% | -11.4% | +132.5% | +134.1% |
| YTD | +113.3% | -7.4% | +120.7% | +120.1% |
| 1Y | +173.5% | -8.3% | +181.8% | +182.7% |
| 3Y | -63.9% | +31.5% | -95.5% | -70.6% |
| 5Y | -90.7% | +38.0% | -128.6% | -92.7% |
| All | -99.2% | +148.3% | -247.5% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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