-19.6%
PCG vs FCEL
+38.4%
-58.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.6% | -7.3% | +1.1% |
| 7D | -1.1% | +3.0% | -4.1% | -1.2% |
| 30D | +0.1% | -40.0% | +40.1% | +1.3% |
| 3M | -24.4% | -47.0% | +22.6% | -23.7% |
| 6M | -17.7% | -21.0% | +3.4% | -17.7% |
| YTD | -17.4% | +48.0% | -65.4% | -18.1% |
| All | -19.6% | +38.4% | -58.0% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling