-76.7%
PCG vs FCEL
-98.9%
+22.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.6% | -7.3% | +1.0% |
| 7D | -1.1% | +3.0% | -4.1% | -1.2% |
| 30D | +0.1% | -40.0% | +40.1% | +1.5% |
| 3M | -24.4% | -47.0% | +22.6% | -23.3% |
| 6M | -17.7% | -21.0% | +3.4% | -18.4% |
| YTD | -17.4% | +48.0% | -65.4% | -20.3% |
| 1Y | -19.4% | +43.9% | -63.3% | -22.2% |
| 3Y | -18.6% | -67.5% | +48.9% | -20.1% |
| 5Y | +10.2% | -96.7% | +106.9% | +13.6% |
| 10Y | -76.7% | -99.0% | +22.3% | -76.1% |
| All | -76.7% | -98.9% | +22.2% | -76.1% |
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