+19.3%
PGR vs FCEL
+32.6%
-13.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.0% | +8.5% | +2.3% |
| 7D | +4.1% | -14.9% | +18.9% | +3.5% |
| 30D | +10.4% | -41.7% | +52.1% | +8.6% |
| 3M | +11.4% | -53.2% | +64.6% | +9.2% |
| 6M | +17.9% | -19.0% | +37.0% | +16.9% |
| YTD | +9.8% | +44.2% | -34.4% | +10.3% |
| 1Y | +19.3% | +42.4% | -23.2% | +20.6% |
| All | +19.3% | +32.6% | -13.3% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling