+102.6%
PBR vs FCEL
-62.7%
+165.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -0.9% |
| 7D | +5.4% | +6.3% | -0.9% | +5.1% |
| 30D | +22.9% | -26.7% | +49.5% | +23.7% |
| 3M | +19.6% | -10.2% | +29.8% | +18.5% |
| 6M | +16.5% | +123.5% | -107.0% | +9.7% |
| YTD | +86.7% | +117.4% | -30.7% | +75.6% |
| 1Y | +74.7% | +146.0% | -71.3% | +62.2% |
| 3Y | +102.6% | -61.9% | +164.5% | +94.2% |
| All | +102.6% | -62.7% | +165.3% | +94.2% |
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