-89.8%
FCEL vs PFGC
+114.2%
-204.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.9% | +20.7% | +19.9% |
| 7D | +4.0% | -2.4% | +6.4% | +5.2% |
| 30D | -13.1% | -15.8% | +2.7% | -4.5% |
| 3M | +14.6% | -0.6% | +15.2% | +13.1% |
| 6M | +133.7% | +10.7% | +123.0% | +113.0% |
| YTD | +143.0% | +7.6% | +135.3% | +124.2% |
| 1Y | +320.9% | -7.8% | +328.7% | +328.0% |
| 3Y | -58.9% | +63.7% | -122.6% | -73.0% |
| All | -89.8% | +114.2% | -204.1% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling