-99.8%
FCEL vs PEG
+2,679.5%
-2,779.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -6.3% |
| 7D | -2.8% | +4.5% | -7.3% | -4.9% |
| 30D | -31.6% | +7.5% | -39.2% | -34.4% |
| 3M | -52.4% | +0.8% | -53.3% | -52.6% |
| 6M | -51.4% | 0.0% | -51.4% | -51.5% |
| YTD | +32.4% | -3.0% | +35.5% | +33.3% |
| 1Y | +37.5% | -4.7% | +42.2% | +39.8% |
| 3Y | -69.3% | +36.5% | -105.8% | -74.4% |
| 5Y | -97.1% | +44.4% | -141.5% | -97.7% |
| 10Y | -99.1% | +170.2% | -269.3% | -99.5% |
| All | -99.8% | +2,679.5% | -2,779.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling