+19.3%
PH vs FCEL
+32.6%
-13.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.0% | +2.3% | -3.5% |
| 7D | -0.2% | -14.9% | +14.7% | +0.3% |
| 30D | -6.7% | -41.7% | +35.0% | -5.3% |
| 3M | -8.1% | -53.2% | +45.0% | -6.5% |
| 6M | +5.3% | -19.0% | +24.4% | +6.1% |
| YTD | +4.2% | +44.2% | -40.0% | +3.1% |
| 1Y | +19.3% | +42.4% | -23.1% | +19.1% |
| All | +19.3% | +32.6% | -13.2% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling