-99.5%
FCEL vs PFGC
+419.1%
-518.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -15.8% | -2.2% | -13.6% | -15.1% |
| 30D | -29.3% | -11.9% | -17.3% | -25.9% |
| 3M | -30.1% | +5.0% | -35.1% | -32.1% |
| 6M | +74.4% | +8.6% | +65.8% | +66.8% |
| YTD | +104.5% | +9.7% | +94.8% | +94.3% |
| 1Y | +281.4% | -6.3% | +287.7% | +284.4% |
| 3Y | -66.1% | +58.2% | -124.3% | -72.5% |
| 5Y | -91.9% | +110.4% | -202.3% | -94.0% |
| 10Y | -99.2% | +272.8% | -372.0% | -99.5% |
| All | -99.5% | +419.1% | -518.6% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling