+37.5%
FCEL vs PEGA
-44.6%
+82.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.1% |
| 7D | -2.8% | +0.1% | -2.9% | -2.5% |
| 30D | -31.6% | -4.1% | -27.5% | -32.2% |
| 3M | -52.4% | -2.8% | -49.6% | -52.3% |
| 6M | -51.4% | -0.4% | -51.0% | -50.2% |
| YTD | +32.4% | -45.4% | +77.8% | +52.3% |
| 1Y | +37.5% | -42.6% | +80.1% | +50.0% |
| All | +37.5% | -44.6% | +82.1% | +50.0% |
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