-99.1%
FCEL vs PFGC
+292.9%
-392.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.1% |
| 7D | +6.3% | -4.8% | +11.0% | +8.2% |
| 30D | -26.7% | -12.5% | -14.1% | -22.7% |
| 3M | -10.2% | -9.7% | -0.5% | -7.3% |
| 6M | +123.5% | +7.0% | +116.5% | +114.3% |
| YTD | +117.4% | +4.5% | +112.9% | +110.1% |
| 1Y | +146.0% | -11.6% | +157.6% | +153.4% |
| 3Y | -61.9% | +58.5% | -120.4% | -69.2% |
| 5Y | -90.5% | +112.6% | -203.1% | -93.1% |
| All | -99.1% | +292.9% | -392.0% | -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