+42.4%
FCEL vs PFGC
+12.5%
+30.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +13.5% | -19.5% | -5.4% |
| 7D | -14.9% | +13.9% | -28.7% | -14.6% |
| 30D | -41.7% | +18.4% | -60.0% | -41.8% |
| 3M | -53.2% | -2.5% | -50.6% | -52.8% |
| 6M | -19.0% | +26.0% | -45.1% | -22.7% |
| YTD | +44.2% | +21.9% | +22.3% | +45.4% |
| 1Y | +42.4% | +13.4% | +29.1% | +37.6% |
| All | +42.4% | +12.5% | +30.0% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling