-99.8%
FCEL vs PHM
+6,560.7%
-6,660.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -15.8% | -3.2% | -12.6% | -14.7% |
| 30D | -29.3% | -6.4% | -22.8% | -27.5% |
| 3M | -30.1% | +5.5% | -35.6% | -32.0% |
| 6M | +74.4% | -5.4% | +79.9% | +77.3% |
| YTD | +104.5% | +6.6% | +97.9% | +95.9% |
| 1Y | +281.4% | -8.8% | +290.2% | +289.8% |
| 3Y | -66.1% | +54.1% | -120.2% | -72.2% |
| 5Y | -91.9% | +144.5% | -236.3% | -94.4% |
| 10Y | -99.2% | +569.4% | -668.6% | -99.6% |
| All | -99.8% | +6,560.7% | -6,660.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling