-99.2%
FCEL vs PFG
+247.4%
-346.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.5% |
| 7D | +6.3% | -3.0% | +9.3% | +8.5% |
| 30D | -18.8% | +2.5% | -21.3% | -20.8% |
| 3M | -3.8% | +6.1% | -9.9% | -9.3% |
| 6M | +121.1% | +31.3% | +89.8% | +76.9% |
| YTD | +113.3% | +33.6% | +79.7% | +68.5% |
| 1Y | +173.5% | +48.5% | +125.0% | +101.2% |
| 3Y | -63.9% | +69.6% | -133.5% | -76.3% |
| 5Y | -90.7% | +111.5% | -202.1% | -94.6% |
| All | -99.2% | +247.4% | -346.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling