+64.4%
PPL vs FCEL
-98.9%
+163.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.6% | -8.9% | -0.4% |
| 7D | -1.2% | +3.0% | -4.3% | -1.3% |
| 30D | +4.2% | -40.0% | +44.2% | +5.1% |
| 3M | +1.5% | -47.0% | +48.6% | +2.4% |
| 6M | +1.0% | -21.0% | +22.1% | +0.3% |
| YTD | +4.4% | +48.0% | -43.6% | +1.9% |
| 1Y | +0.8% | +43.9% | -43.1% | -1.8% |
| 3Y | +56.5% | -67.5% | +124.0% | +54.4% |
| 5Y | +47.7% | -96.7% | +144.3% | +50.4% |
| 10Y | +64.4% | -99.0% | +163.4% | +58.7% |
| All | +64.4% | -98.9% | +163.3% | +58.7% |
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