-51.4%
FCEL vs PHM
+12.3%
-63.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.6% | -5.6% |
| 7D | -2.8% | -4.1% | +1.3% | -2.2% |
| 30D | -31.6% | +16.1% | -47.8% | -35.4% |
| 3M | -52.4% | -2.5% | -49.9% | -50.9% |
| 6M | -51.4% | +12.9% | -64.3% | -63.1% |
| All | -51.4% | +12.3% | -63.7% | -63.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling