+46.4%
PPL vs FCEL
-97.0%
+143.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | -0.4% |
| 7D | -2.2% | +14.8% | -17.0% | -2.5% |
| 30D | +1.7% | -33.9% | +35.5% | +2.4% |
| 3M | +0.1% | -52.7% | +52.8% | +1.4% |
| 6M | -1.5% | -40.0% | +38.5% | -2.0% |
| YTD | +3.0% | +40.2% | -37.3% | -0.7% |
| 1Y | -1.4% | +32.9% | -34.4% | -5.0% |
| 3Y | +53.5% | -66.8% | +120.3% | +52.8% |
| 5Y | +46.4% | -97.0% | +143.4% | +59.1% |
| All | +46.4% | -97.0% | +143.4% | +59.1% |
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 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