-2.6%
PEP vs FCEL
+269.1%
-271.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.6% |
| 7D | -2.4% | -15.8% | +13.4% | -2.9% |
| 30D | -0.8% | -29.3% | +28.5% | -1.8% |
| 3M | -2.2% | -30.1% | +28.0% | -2.8% |
| 6M | -14.4% | +74.4% | -88.8% | -13.2% |
| YTD | -2.2% | +104.5% | -106.7% | -0.8% |
| 1Y | -2.6% | +281.4% | -284.0% | -6.5% |
| All | -2.6% | +269.1% | -271.7% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling