+42.4%
FCEL vs PPG
+38.5%
+4.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.0% | -11.0% | -7.1% |
| 7D | -14.9% | +7.5% | -22.3% | -16.7% |
| 30D | -41.7% | +20.9% | -62.6% | -45.1% |
| 3M | -53.2% | +8.7% | -61.9% | -54.5% |
| 6M | -19.0% | +23.8% | -42.9% | -23.7% |
| YTD | +44.2% | +26.5% | +17.7% | +18.9% |
| 1Y | +42.4% | +37.6% | +4.8% | +3.6% |
| All | +42.4% | +38.5% | +4.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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