+662.0%
PBR vs FCEL
-99.1%
+761.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -0.9% |
| 7D | +5.4% | +6.3% | -0.9% | +5.0% |
| 30D | +22.9% | -26.7% | +49.5% | +24.3% |
| 3M | +19.6% | -10.2% | +29.8% | +18.3% |
| 6M | +16.5% | +123.5% | -107.0% | +8.3% |
| YTD | +86.7% | +117.4% | -30.7% | +73.1% |
| 1Y | +74.7% | +146.0% | -71.3% | +59.3% |
| 3Y | +102.6% | -61.9% | +164.5% | +94.1% |
| 5Y | +566.6% | -90.5% | +657.1% | +563.8% |
| All | +662.0% | -99.1% | +761.2% | +834.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling