+1.6%
PG vs FCEL
-62.7%
+64.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.6% |
| 7D | -0.8% | +6.3% | -7.1% | -0.7% |
| 30D | +0.8% | -26.7% | +27.5% | +0.5% |
| 3M | -1.3% | -10.2% | +8.8% | -1.3% |
| 6M | -3.8% | +123.5% | -127.3% | -2.9% |
| YTD | +3.6% | +117.4% | -113.7% | +4.7% |
| 1Y | -5.7% | +146.0% | -151.7% | -4.8% |
| 3Y | +1.6% | -61.9% | +63.5% | +0.9% |
| All | +1.6% | -62.7% | +64.3% | +0.9% |
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