-90.5%
FCEL vs PEGA
-48.2%
-42.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.2% | -4.5% | -6.1% |
| 7D | +15.1% | -6.1% | +21.2% | +16.9% |
| 30D | -16.4% | +6.4% | -22.8% | -18.9% |
| 3M | -5.3% | +2.9% | -8.2% | -9.1% |
| 6M | +124.5% | -23.8% | +148.4% | +134.7% |
| YTD | +126.7% | -41.1% | +167.7% | +158.9% |
| 1Y | +219.9% | -38.2% | +258.1% | +255.7% |
| 3Y | -61.6% | +49.8% | -111.5% | -76.9% |
| 5Y | -90.5% | -48.0% | -42.5% | -86.4% |
| All | -90.5% | -48.2% | -42.3% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling