-58.9%
FCEL vs PFG
+71.3%
-130.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.4% | +20.2% | +19.9% |
| 7D | +4.0% | +6.0% | -2.0% | -1.5% |
| 30D | -13.1% | +2.2% | -15.3% | -15.1% |
| 3M | +14.6% | +10.4% | +4.2% | +3.7% |
| 6M | +133.7% | +27.8% | +105.9% | +85.3% |
| YTD | +143.0% | +33.6% | +109.3% | +85.3% |
| 1Y | +320.9% | +49.3% | +271.6% | +195.1% |
| 3Y | -58.9% | +69.7% | -128.6% | -81.3% |
| All | -58.9% | +71.3% | -130.2% | -81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling