+51.4%
PYPL vs FCEL
-99.6%
+151.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.1% |
| 7D | +2.7% | -15.8% | +18.5% | +3.6% |
| 30D | -4.9% | -29.3% | +24.4% | -3.3% |
| 3M | +28.9% | -30.1% | +59.0% | +28.9% |
| 6M | +18.2% | +74.4% | -56.2% | +10.1% |
| YTD | -5.0% | +104.5% | -109.5% | -12.8% |
| 1Y | -18.8% | +281.4% | -300.2% | -29.2% |
| 3Y | -12.6% | -66.1% | +53.5% | -16.0% |
| 5Y | -80.8% | -91.9% | +11.1% | -80.5% |
| 10Y | +49.9% | -99.2% | +149.1% | +62.6% |
| All | +51.4% | -99.6% | +151.0% | +74.7% |
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