+1,477.0%
PPL vs FCEL
-99.8%
+1,576.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.5% | -12.0% | -0.9% |
| 7D | +0.4% | -11.3% | +11.7% | +0.7% |
| 30D | +5.4% | -45.8% | +51.3% | +7.3% |
| 3M | +4.3% | -51.0% | +55.3% | +6.1% |
| 6M | -1.3% | -22.3% | +21.0% | -2.5% |
| YTD | +4.7% | +36.2% | -31.5% | +0.7% |
| 1Y | +1.3% | +29.0% | -27.7% | -2.6% |
| 3Y | +57.2% | -70.9% | +128.1% | +53.8% |
| 5Y | +48.2% | -96.3% | +144.5% | +52.5% |
| 10Y | +62.7% | -99.1% | +161.8% | +54.8% |
| All | +1,477.0% | -99.8% | +1,576.8% | +1,447.9% |
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