-75.2%
PCG vs FCEL
-99.0%
+23.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +18.8% | -15.2% | +3.1% |
| 7D | +5.4% | +4.0% | +1.4% | +5.2% |
| 30D | -15.1% | -13.1% | -2.1% | -14.9% |
| 3M | -9.8% | +14.6% | -24.4% | -11.0% |
| 6M | -18.0% | +133.7% | -151.7% | -21.4% |
| YTD | -7.2% | +143.0% | -150.2% | -11.5% |
| 1Y | +2.9% | +320.9% | -318.0% | -4.0% |
| 3Y | -11.1% | -58.9% | +47.8% | -13.2% |
| 5Y | +61.8% | -89.7% | +151.4% | +61.5% |
| 10Y | -75.2% | -99.1% | +23.9% | -75.1% |
| All | -75.2% | -99.0% | +23.9% | -75.1% |
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