+256.8%
PLD vs FCEL
-98.9%
+355.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.6% | -5.8% | +2.5% |
| 7D | +0.7% | +3.0% | -2.4% | +0.5% |
| 30D | +0.8% | -40.0% | +40.8% | +2.6% |
| 3M | -6.1% | -47.0% | +40.9% | -4.4% |
| 6M | -8.0% | -21.0% | +13.0% | -9.5% |
| YTD | +4.7% | +48.0% | -43.4% | -0.7% |
| 1Y | +7.2% | +43.9% | -36.7% | +1.5% |
| 3Y | +39.2% | -67.5% | +106.7% | +35.1% |
| 5Y | +1.9% | -96.7% | +98.6% | +5.2% |
| 10Y | +256.8% | -99.0% | +355.8% | +253.9% |
| All | +256.8% | -98.9% | +355.7% | +253.9% |
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