-76.4%
PCG vs FCEL
-99.0%
+22.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.5% | -1.2% |
| 7D | -2.2% | +3.9% | -6.1% | -2.4% |
| 30D | -0.5% | -33.1% | +32.7% | +0.6% |
| 3M | -24.0% | -43.0% | +19.0% | -23.0% |
| 6M | -18.6% | -31.3% | +12.7% | -19.0% |
| YTD | -17.7% | +49.8% | -67.5% | -20.5% |
| 1Y | -20.0% | +48.2% | -68.2% | -22.9% |
| 3Y | -20.2% | -64.6% | +44.3% | -22.0% |
| 5Y | +8.4% | -96.7% | +105.1% | +11.7% |
| 10Y | -76.4% | -99.0% | +22.6% | -75.8% |
| All | -76.4% | -99.0% | +22.6% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling