+37.5%
FCEL vs PEG
-5.8%
+43.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -6.1% |
| 7D | -2.8% | +4.5% | -7.3% | -4.5% |
| 30D | -31.6% | +7.5% | -39.2% | -34.1% |
| 3M | -52.4% | +0.8% | -53.3% | -53.5% |
| 6M | -51.4% | 0.0% | -51.4% | -53.3% |
| YTD | +32.4% | -3.0% | +35.5% | +21.6% |
| 1Y | +37.5% | -4.7% | +42.2% | +30.6% |
| All | +37.5% | -5.8% | +43.3% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling