+281.4%
FCEL vs PEGA
-30.0%
+311.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.7% |
| 7D | -15.8% | +3.3% | -19.1% | -15.1% |
| 30D | -29.3% | +17.7% | -47.0% | -26.3% |
| 3M | -30.1% | +5.8% | -35.9% | -26.7% |
| 6M | +74.4% | -20.3% | +94.7% | +93.0% |
| YTD | +104.5% | -37.1% | +141.7% | +133.6% |
| 1Y | +281.4% | -30.2% | +311.6% | +309.7% |
| All | +281.4% | -30.0% | +311.4% | +309.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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