+66.8%
PPL vs FCEL
-99.1%
+166.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.0% | +5.0% | +0.1% |
| 7D | 0.0% | -8.3% | +8.3% | +0.1% |
| 30D | +4.3% | -43.0% | +47.3% | +5.2% |
| 3M | +2.9% | -48.2% | +51.1% | +3.8% |
| 6M | +1.1% | -25.0% | +26.1% | +0.4% |
| YTD | +4.5% | +40.6% | -36.2% | +2.0% |
| 1Y | +0.1% | +36.0% | -35.9% | -2.3% |
| 3Y | +55.7% | -66.7% | +122.4% | +53.5% |
| 5Y | +47.6% | -96.7% | +144.3% | +50.3% |
| 10Y | +66.8% | -99.0% | +165.9% | +61.1% |
| All | +66.8% | -99.1% | +166.0% | +61.1% |
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 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