+695.9%
PH vs FCEL
-99.1%
+795.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.5% | +0.3% |
| 7D | +4.3% | -2.8% | +7.2% | +4.5% |
| 30D | +0.1% | -31.6% | +31.8% | +2.0% |
| 3M | -9.4% | -52.4% | +43.0% | -6.4% |
| 6M | +8.8% | -51.4% | +60.2% | +10.0% |
| YTD | +9.6% | +32.4% | -22.8% | +3.7% |
| 1Y | +14.4% | +37.5% | -23.1% | +7.7% |
| 3Y | +134.5% | -69.3% | +203.8% | +127.3% |
| 5Y | +204.4% | -97.1% | +301.6% | +222.6% |
| All | +695.9% | -99.1% | +795.0% | +756.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling