+1,918.8%
PEP vs FCEL
-99.9%
+2,018.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.3% | +15.5% | +0.5% |
| 7D | +6.7% | -26.7% | +33.4% | +7.2% |
| 30D | +13.5% | -56.8% | +70.3% | +15.1% |
| 3M | +3.9% | -57.8% | +61.7% | +5.2% |
| 6M | -6.0% | -34.1% | +28.1% | -6.5% |
| YTD | +2.5% | +22.2% | -19.7% | 0.0% |
| 1Y | +3.9% | +5.2% | -1.2% | +1.6% |
| 3Y | -4.7% | -76.2% | +71.5% | -5.8% |
| 5Y | +1.1% | -96.7% | +97.8% | +3.1% |
| 10Y | +83.8% | -99.2% | +183.0% | +76.2% |
| All | +1,918.8% | -99.9% | +2,018.7% | +1,707.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling