+572.2%
PBR vs FCEL
-91.3%
+663.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.9% | +8.1% | +2.4% |
| 7D | +4.2% | +6.3% | -2.0% | +4.0% |
| 30D | +22.7% | -18.8% | +41.5% | +23.3% |
| 3M | +21.5% | -3.8% | +25.3% | +19.9% |
| 6M | +24.0% | +121.1% | -97.1% | +16.2% |
| YTD | +88.2% | +113.3% | -25.0% | +76.2% |
| 1Y | +74.8% | +173.5% | -98.7% | +60.1% |
| 3Y | +105.1% | -63.9% | +169.0% | +99.1% |
| 5Y | +572.2% | -90.7% | +662.9% | +601.6% |
| All | +572.2% | -91.3% | +663.5% | +601.6% |
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 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