+39.4%
PPL vs FCEL
-91.9%
+131.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | +2.7% | -15.8% | +18.5% | +3.0% |
| 30D | +0.5% | -29.3% | +29.7% | +1.0% |
| 3M | +0.7% | -30.1% | +30.8% | +0.6% |
| 6M | -7.6% | +74.4% | -82.0% | -10.4% |
| YTD | +1.8% | +104.5% | -102.7% | -1.9% |
| 1Y | -0.8% | +281.4% | -282.1% | -6.8% |
| 3Y | +56.9% | -66.1% | +123.0% | +57.7% |
| All | +39.4% | -91.9% | +131.3% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling