-99.7%
FCEL vs PPG
+1,432.3%
-1,532.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.4% | -5.0% |
| 7D | +15.1% | -3.7% | +18.8% | +17.9% |
| 30D | -16.4% | -7.2% | -9.2% | -12.4% |
| 3M | -5.3% | -7.3% | +2.1% | -0.9% |
| 6M | +124.5% | +0.3% | +124.3% | +118.2% |
| YTD | +126.7% | +6.5% | +120.1% | +109.2% |
| 1Y | +219.9% | +0.5% | +219.3% | +207.7% |
| 3Y | -61.6% | -15.3% | -46.4% | -57.7% |
| 5Y | -90.5% | -22.9% | -67.6% | -88.8% |
| 10Y | -99.1% | +28.4% | -127.5% | -99.3% |
| All | -99.7% | +1,432.3% | -1,532.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling