+173.5%
FCEL vs PFGC
-9.2%
+182.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.7% |
| 7D | +6.3% | -4.8% | +11.1% | +7.2% |
| 30D | -18.8% | -17.2% | -1.6% | -16.1% |
| 3M | -3.8% | -6.3% | +2.5% | -5.1% |
| 6M | +121.1% | +8.8% | +112.3% | +105.5% |
| YTD | +113.3% | +4.9% | +108.3% | +106.6% |
| 1Y | +173.5% | -9.5% | +183.0% | +214.2% |
| All | +173.5% | -9.2% | +182.7% | +214.2% |
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