-99.2%
FCEL vs PHM
+557.7%
-656.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -4.5% |
| 7D | +6.3% | -6.4% | +12.6% | +10.7% |
| 30D | -18.8% | -12.1% | -6.7% | -12.3% |
| 3M | -3.8% | -1.5% | -2.3% | -4.5% |
| 6M | +121.1% | -6.0% | +127.2% | +125.2% |
| YTD | +113.3% | -0.3% | +113.6% | +105.5% |
| 1Y | +173.5% | -13.3% | +186.9% | +190.7% |
| 3Y | -63.9% | +47.6% | -111.5% | -74.4% |
| 5Y | -90.7% | +154.7% | -245.4% | -95.5% |
| All | -99.2% | +557.7% | -656.8% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling