+14.1%
PCG vs FCEL
-96.5%
+110.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.5% | -13.5% | -2.4% |
| 7D | -1.6% | -11.2% | +9.6% | -1.2% |
| 30D | +1.4% | -45.8% | +47.2% | +3.7% |
| 3M | -23.4% | -51.0% | +27.6% | -21.6% |
| 6M | -19.4% | -22.2% | +2.9% | -20.5% |
| YTD | -18.5% | +36.3% | -54.7% | -22.3% |
| 1Y | -19.5% | +29.0% | -48.6% | -23.4% |
| 3Y | -21.0% | -70.9% | +49.9% | -21.0% |
| All | +14.1% | -96.5% | +110.7% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling