+1,847.0%
PEP vs FCEL
-99.8%
+1,946.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -1.4% | -15.8% | +14.4% | -1.1% |
| 30D | +0.2% | -29.3% | +29.5% | +0.8% |
| 3M | -1.1% | -30.1% | +29.0% | -1.2% |
| 6M | -13.5% | +74.4% | -87.9% | -15.7% |
| YTD | -1.2% | +104.5% | -105.7% | -4.2% |
| 1Y | -1.6% | +281.4% | -282.9% | -6.4% |
| 3Y | -12.5% | -66.1% | +53.6% | -13.9% |
| 5Y | +3.0% | -91.9% | +94.9% | +3.1% |
| 10Y | +73.9% | -99.2% | +173.1% | +68.3% |
| All | +1,847.0% | -99.8% | +1,946.7% | +1,631.1% |
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