-99.1%
FCEL vs PFG
+244.6%
-343.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.0% |
| 7D | +15.1% | +3.2% | +11.9% | +11.9% |
| 30D | -16.4% | +0.9% | -17.4% | -17.5% |
| 3M | -5.3% | +7.7% | -13.0% | -11.8% |
| 6M | +124.5% | +29.0% | +95.6% | +82.1% |
| YTD | +126.7% | +32.5% | +94.2% | +80.3% |
| 1Y | +219.9% | +47.3% | +172.6% | +136.9% |
| 3Y | -61.6% | +68.2% | -129.9% | -74.7% |
| 5Y | -90.5% | +108.5% | -199.0% | -94.5% |
| All | -99.1% | +244.6% | -343.7% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling