-99.1%
FCEL vs PFGC
+351.0%
-450.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -6.0% |
| 7D | -2.8% | +3.4% | -6.2% | -4.0% |
| 30D | -31.6% | +16.9% | -48.6% | -36.4% |
| 3M | -52.4% | +6.4% | -58.8% | -54.0% |
| 6M | -51.4% | +16.0% | -67.4% | -55.1% |
| YTD | +32.4% | +23.6% | +8.8% | +18.6% |
| 1Y | +37.5% | +16.6% | +20.9% | +25.6% |
| 3Y | -69.3% | +82.3% | -151.5% | -76.8% |
| 5Y | -97.1% | +138.7% | -235.8% | -98.0% |
| All | -99.1% | +351.0% | -450.1% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling