-61.9%
FCEL vs PPG
-17.4%
-44.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.6% |
| 7D | +6.3% | -6.2% | +12.5% | +11.1% |
| 30D | -26.7% | -7.9% | -18.7% | -22.5% |
| 3M | -10.2% | -10.2% | 0.0% | -4.1% |
| 6M | +123.5% | +2.7% | +120.8% | +110.9% |
| YTD | +117.4% | +4.9% | +112.5% | +96.6% |
| 1Y | +146.0% | -3.2% | +149.2% | +139.4% |
| 3Y | -61.9% | -17.0% | -44.9% | -55.1% |
| All | -61.9% | -17.4% | -44.5% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling