+42.4%
FCEL vs PHM
+16.2%
+26.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.2% | -13.1% | -6.4% |
| 7D | -14.9% | +13.6% | -28.4% | -16.1% |
| 30D | -41.7% | +19.3% | -61.0% | -42.9% |
| 3M | -53.2% | +3.5% | -56.6% | -52.8% |
| 6M | -19.0% | +18.6% | -37.6% | -21.6% |
| YTD | +44.2% | +16.7% | +27.5% | +36.6% |
| 1Y | +42.4% | +14.6% | +27.8% | +31.5% |
| All | +42.4% | +16.2% | +26.2% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling