-100.0%
FCEL vs PFG
+999.6%
-1,099.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.4% | +20.2% | +19.6% |
| 7D | +4.0% | +6.0% | -2.0% | 0.0% |
| 30D | -13.1% | +2.2% | -15.3% | -14.5% |
| 3M | +14.6% | +10.4% | +4.2% | +7.1% |
| 6M | +133.7% | +27.8% | +105.9% | +100.5% |
| YTD | +143.0% | +33.6% | +109.3% | +103.3% |
| 1Y | +320.9% | +49.3% | +271.6% | +232.9% |
| 3Y | -58.9% | +69.7% | -128.6% | -69.9% |
| 5Y | -89.7% | +111.3% | -201.0% | -93.1% |
| 10Y | -99.1% | +240.3% | -339.3% | -99.5% |
| All | -100.0% | +999.6% | -1,099.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling