-97.0%
FCEL vs PHM
+160.8%
-257.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -5.0% |
| 7D | +14.8% | -6.1% | +20.9% | +19.9% |
| 30D | -33.9% | +13.7% | -47.6% | -41.2% |
| 3M | -52.7% | -1.5% | -51.2% | -53.5% |
| 6M | -40.0% | +11.3% | -51.3% | -46.8% |
| YTD | +40.2% | +8.9% | +31.3% | +22.4% |
| 1Y | +32.9% | +6.1% | +26.8% | +17.9% |
| 3Y | -66.8% | +57.7% | -124.5% | -80.8% |
| 5Y | -97.0% | +159.0% | -255.9% | -99.1% |
| All | -97.0% | +160.8% | -257.8% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling