-90.7%
FCEL vs PHM
+149.8%
-240.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -4.4% |
| 7D | +6.3% | -6.4% | +12.6% | +11.1% |
| 30D | -18.8% | -12.1% | -6.7% | -11.6% |
| 3M | -3.8% | -1.5% | -2.3% | -4.9% |
| 6M | +121.1% | -6.0% | +127.2% | +124.9% |
| YTD | +113.3% | -0.3% | +113.6% | +103.0% |
| 1Y | +173.5% | -13.3% | +186.9% | +191.8% |
| 3Y | -63.9% | +47.6% | -111.5% | -77.4% |
| 5Y | -90.7% | +154.7% | -245.4% | -96.7% |
| All | -90.7% | +149.8% | -240.5% | -96.7% |
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 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