+57.2%
PPL vs FCEL
-74.5%
+131.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.5% | -12.0% | -0.6% |
| 7D | +0.4% | -11.3% | +11.7% | +0.5% |
| 30D | +5.4% | -45.8% | +51.3% | +5.8% |
| 3M | +4.3% | -51.0% | +55.3% | +4.6% |
| 6M | -1.3% | -22.3% | +21.0% | -1.8% |
| YTD | +4.7% | +36.2% | -31.5% | +3.3% |
| 1Y | +1.3% | +29.0% | -27.7% | -0.1% |
| 3Y | +57.2% | -70.9% | +128.1% | +60.1% |
| All | +57.2% | -74.5% | +131.7% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling