-62.6%
FCEL vs PHM
+47.0%
-109.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -4.7% |
| 7D | +6.3% | -6.4% | +12.6% | +10.1% |
| 30D | -18.8% | -12.1% | -6.7% | -12.9% |
| 3M | -3.8% | -1.5% | -2.3% | -4.9% |
| 6M | +121.1% | -6.0% | +127.2% | +124.1% |
| YTD | +113.3% | -0.3% | +113.6% | +103.7% |
| 1Y | +173.5% | -13.3% | +186.9% | +189.6% |
| All | -62.6% | +47.0% | -109.6% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling