+158.8%
PGR vs FCEL
-90.6%
+249.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.7% |
| 7D | -0.6% | +6.3% | -6.9% | -0.5% |
| 30D | +4.9% | -26.7% | +31.6% | +4.8% |
| 3M | +7.6% | -10.2% | +17.8% | +7.5% |
| 6M | +8.3% | +123.5% | -115.2% | +7.8% |
| YTD | +1.7% | +117.4% | -115.6% | +1.3% |
| 1Y | -6.8% | +146.0% | -152.8% | -7.3% |
| 3Y | +73.4% | -61.9% | +135.3% | +74.7% |
| All | +158.8% | -90.6% | +249.4% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling