+79.1%
PEP vs FCEL
-99.1%
+178.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.7% | +5.4% | -1.2% |
| 7D | -1.7% | +15.1% | -16.8% | -1.8% |
| 30D | +0.3% | -16.4% | +16.7% | +0.4% |
| 3M | -3.2% | -5.3% | +2.0% | -3.6% |
| 6M | -13.6% | +124.5% | -138.1% | -14.9% |
| YTD | -1.9% | +126.7% | -128.5% | -3.5% |
| 1Y | -0.6% | +219.9% | -220.5% | -2.9% |
| 3Y | -13.6% | -61.6% | +48.1% | -14.3% |
| 5Y | +3.2% | -90.5% | +93.7% | +3.3% |
| 10Y | +79.1% | -99.1% | +178.2% | +73.5% |
| All | +79.1% | -99.1% | +178.2% | +73.5% |
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 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