-99.9%
FCEL vs PEGA
+1,209.2%
-1,309.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | -15.8% | +3.3% | -19.1% | -16.4% |
| 30D | -29.3% | +17.7% | -47.0% | -31.9% |
| 3M | -30.1% | +5.8% | -35.9% | -32.3% |
| 6M | +74.4% | -20.3% | +94.7% | +76.3% |
| YTD | +104.5% | -37.1% | +141.7% | +115.7% |
| 1Y | +281.4% | -30.2% | +311.6% | +292.7% |
| 3Y | -66.1% | +48.1% | -114.2% | -71.4% |
| 5Y | -91.9% | -46.8% | -45.1% | -91.7% |
| 10Y | -99.2% | +191.3% | -290.5% | -99.4% |
| All | -99.9% | +1,209.2% | -1,309.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling