+19.1%
PCG vs FCEL
-99.8%
+118.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.4% |
| 7D | -13.9% | -15.8% | +2.0% | -13.3% |
| 30D | -16.9% | -29.3% | +12.4% | -15.9% |
| 3M | -14.7% | -30.1% | +15.4% | -14.6% |
| 6M | -23.8% | +74.4% | -98.3% | -27.0% |
| YTD | -10.5% | +104.5% | -115.0% | -15.1% |
| 1Y | -5.1% | +281.4% | -286.5% | -12.8% |
| 3Y | -11.6% | -66.1% | +54.5% | -13.8% |
| 5Y | +59.0% | -91.9% | +150.9% | +59.8% |
| 10Y | -75.7% | -99.2% | +23.5% | -76.0% |
| All | +19.1% | -99.8% | +118.9% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling