-7.0%
PG vs FCEL
+114.1%
-121.1%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.1% |
| 7D | -2.7% | +6.3% | -9.0% | -2.5% |
| 30D | -1.5% | -18.8% | +17.3% | -1.9% |
| 3M | -3.4% | -3.8% | +0.5% | -3.2% |
| 6M | -7.0% | +121.1% | -128.1% | -4.8% |
| All | -7.0% | +114.1% | -121.1% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling