+73.4%
PGR vs FCEL
-62.7%
+136.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.7% |
| 7D | -0.6% | +6.3% | -6.9% | -0.4% |
| 30D | +4.9% | -26.7% | +31.6% | +4.4% |
| 3M | +7.6% | -10.2% | +17.8% | +7.8% |
| 6M | +8.3% | +123.5% | -115.2% | +10.5% |
| YTD | +1.7% | +117.4% | -115.6% | +4.0% |
| 1Y | -6.8% | +146.0% | -152.8% | -4.1% |
| 3Y | +73.4% | -61.9% | +135.3% | +73.2% |
| All | +73.4% | -62.7% | +136.1% | +73.2% |
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