+146.0%
FCEL vs PPG
-0.8%
+146.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +6.3% | -6.2% | +12.5% | +8.4% |
| 30D | -26.7% | -7.9% | -18.7% | -24.7% |
| 3M | -10.2% | -10.2% | 0.0% | -7.0% |
| 6M | +123.5% | +2.7% | +120.8% | +118.6% |
| YTD | +117.4% | +4.9% | +112.5% | +102.3% |
| 1Y | +146.0% | -3.2% | +149.2% | +188.9% |
| All | +146.0% | -0.8% | +146.7% | +188.9% |
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