-18.3%
PCG vs FCEL
-68.7%
+50.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.6% | +7.7% | +2.3% |
| 7D | +2.2% | -2.8% | +5.0% | +2.2% |
| 30D | +0.8% | -31.6% | +32.4% | +1.6% |
| 3M | -23.8% | -52.4% | +28.6% | -22.7% |
| 6M | -19.6% | -51.4% | +31.8% | -19.3% |
| YTD | -16.7% | +32.4% | -49.2% | -18.5% |
| 1Y | -19.4% | +37.5% | -56.9% | -21.3% |
| 3Y | -18.3% | -69.3% | +51.0% | -17.8% |
| All | -18.3% | -68.7% | +50.4% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling