-58.9%
FCEL vs PFGC
+63.1%
-122.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.9% | +20.7% | +19.5% |
| 7D | +4.0% | -2.4% | +6.4% | +4.8% |
| 30D | -13.1% | -15.8% | +2.7% | -7.6% |
| 3M | +14.6% | -0.6% | +15.2% | +12.7% |
| 6M | +133.7% | +10.7% | +123.0% | +117.1% |
| YTD | +143.0% | +7.6% | +135.3% | +128.6% |
| 1Y | +320.9% | -7.8% | +328.7% | +328.0% |
| 3Y | -58.9% | +63.7% | -122.6% | -75.0% |
| All | -58.9% | +63.1% | -122.0% | -75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling