+47.1%
PPL vs FCEL
-97.2%
+144.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 3M | +0.8% | -52.4% | +53.2% | +2.0% |
| 6M | +1.4% | -51.4% | +52.8% | +1.5% |
| YTD | +4.3% | +32.4% | -28.1% | +0.7% |
| 1Y | +0.8% | +37.5% | -36.7% | -3.1% |
| 3Y | +57.9% | -69.3% | +127.2% | +57.6% |
| All | +47.1% | -97.2% | +144.3% | +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 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