-99.9%
FCEL vs PEGA
+1,001.0%
-1,100.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +7.0% | +6.6% |
| 7D | +3.9% | -8.6% | +12.5% | +5.6% |
| 30D | -33.1% | -10.1% | -23.0% | -32.0% |
| 3M | -43.0% | -4.7% | -38.2% | -43.2% |
| 6M | -31.3% | -8.0% | -23.3% | -32.4% |
| YTD | +49.8% | -47.1% | +96.9% | +62.1% |
| 1Y | +48.2% | -47.5% | +95.6% | +60.8% |
| 3Y | -64.6% | +40.2% | -104.8% | -70.1% |
| 5Y | -96.7% | -45.7% | -51.0% | -96.7% |
| 10Y | -99.0% | +85.1% | -184.1% | -99.2% |
| All | -99.9% | +1,001.0% | -1,100.9% | -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