+272.2%
PLD vs FCEL
-99.0%
+371.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.3% |
| 7D | -1.0% | +3.9% | -4.9% | -1.2% |
| 30D | -1.8% | -33.1% | +31.3% | -0.5% |
| 3M | -6.0% | -43.0% | +36.9% | -4.6% |
| 6M | -8.4% | -31.3% | +22.9% | -9.3% |
| YTD | +4.2% | +49.8% | -45.6% | -1.1% |
| 1Y | +6.2% | +48.2% | -42.0% | +0.5% |
| 3Y | +37.0% | -64.6% | +101.5% | +32.4% |
| 5Y | +1.2% | -96.7% | +97.9% | +4.5% |
| 10Y | +272.2% | -99.0% | +371.2% | +270.2% |
| All | +272.2% | -99.0% | +371.2% | +270.2% |
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