-67.5%
FCEL vs PEGA
+37.6%
-105.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.9% | +12.6% | +8.5% |
| 7D | +3.0% | -10.0% | +13.0% | +2.8% |
| 30D | -40.0% | -12.7% | -27.3% | -40.1% |
| 3M | -47.0% | -4.6% | -42.5% | -47.2% |
| 6M | -21.0% | -13.1% | -7.9% | -21.0% |
| YTD | +48.0% | -47.6% | +95.6% | +57.6% |
| 1Y | +43.9% | -47.0% | +90.9% | +53.0% |
| 3Y | -67.5% | +42.0% | -109.5% | -75.9% |
| All | -67.5% | +37.6% | -105.1% | -75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling