+1,485.8%
PPL vs FCEL
-99.9%
+1,585.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.3% | +16.1% | +1.3% |
| 7D | +1.0% | -26.7% | +27.7% | +1.9% |
| 30D | +6.8% | -56.8% | +63.6% | +9.5% |
| 3M | +3.9% | -57.8% | +61.6% | +6.2% |
| 6M | -2.0% | -34.1% | +32.1% | -2.7% |
| YTD | +5.3% | +22.2% | -16.9% | +1.7% |
| 1Y | +2.2% | +5.2% | -3.0% | -1.0% |
| 3Y | +56.7% | -76.2% | +132.9% | +54.4% |
| 5Y | +49.1% | -96.7% | +145.7% | +53.9% |
| 10Y | +63.6% | -99.2% | +162.8% | +56.2% |
| All | +1,485.8% | -99.9% | +1,585.6% | +1,462.2% |
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