-67.5%
FCEL vs PFG
+81.7%
-149.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -5.4% |
| 7D | +14.8% | +0.1% | +14.6% | +14.6% |
| 30D | -33.9% | +5.0% | -38.8% | -35.9% |
| 3M | -52.7% | +0.1% | -52.8% | -53.1% |
| 6M | -40.0% | +13.8% | -53.8% | -46.9% |
| YTD | +40.2% | +31.2% | +9.0% | +10.6% |
| 1Y | +32.9% | +37.1% | -4.1% | +1.6% |
| All | -67.5% | +81.7% | -149.2% | -89.5% |
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