+51.9%
PYPL vs FCEL
-99.1%
+151.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.4% | -1.6% |
| 7D | -1.1% | +14.8% | -15.9% | -1.9% |
| 30D | +3.8% | -33.9% | +37.7% | +5.9% |
| 3M | -1.3% | -52.7% | +51.4% | +2.0% |
| 6M | +29.0% | -40.0% | +69.1% | +28.1% |
| YTD | +0.7% | +40.2% | -39.5% | -6.5% |
| 1Y | -12.3% | +32.9% | -45.2% | -18.6% |
| 3Y | +7.6% | -66.8% | +74.5% | +2.8% |
| 5Y | -71.7% | -97.0% | +25.3% | -70.1% |
| All | +51.9% | -99.1% | +151.0% | +71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling