+1,433.8%
PPL vs FCEL
-99.8%
+1,533.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +2.7% | -15.8% | +18.5% | +3.2% |
| 30D | +0.5% | -29.3% | +29.7% | +1.4% |
| 3M | +0.7% | -30.1% | +30.8% | +0.7% |
| 6M | -7.6% | +74.4% | -82.0% | -11.2% |
| YTD | +1.8% | +104.5% | -102.7% | -2.9% |
| 1Y | -0.8% | +281.4% | -282.1% | -8.1% |
| 3Y | +56.9% | -66.1% | +123.0% | +53.2% |
| 5Y | +39.5% | -91.9% | +131.4% | +39.9% |
| 10Y | +55.4% | -99.2% | +154.6% | +50.2% |
| All | +1,433.8% | -99.8% | +1,533.6% | +1,392.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling