-90.5%
FCEL vs PEG
+33.9%
-124.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.0% |
| 7D | +15.1% | -0.1% | +15.1% | +15.2% |
| 30D | -16.4% | -1.7% | -14.7% | -15.6% |
| 3M | -5.3% | -6.8% | +1.5% | -2.2% |
| 6M | +124.5% | -11.4% | +135.9% | +136.8% |
| YTD | +126.7% | -7.2% | +133.9% | +132.7% |
| 1Y | +219.9% | -6.1% | +226.0% | +224.9% |
| 3Y | -61.6% | +31.8% | -93.4% | -70.2% |
| 5Y | -90.5% | +35.6% | -126.1% | -92.2% |
| All | -90.5% | +33.9% | -124.4% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling