+67.9%
PPL vs FCEL
-99.1%
+167.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +1.4% |
| 7D | -0.4% | -2.8% | +2.4% | -0.3% |
| 30D | +2.6% | -31.6% | +34.3% | +3.2% |
| 3M | +0.8% | -52.4% | +53.2% | +1.8% |
| 6M | +1.4% | -51.4% | +52.8% | +1.6% |
| YTD | +4.3% | +32.4% | -28.1% | +2.0% |
| 1Y | +0.8% | +37.5% | -36.7% | -1.7% |
| 3Y | +57.9% | -69.3% | +127.2% | +55.9% |
| 5Y | +48.3% | -97.1% | +145.4% | +51.4% |
| All | +67.9% | -99.1% | +167.0% | +62.5% |
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