+138.9%
PH vs FCEL
-68.6%
+207.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.6% | -4.4% | +3.8% |
| 7D | +3.0% | +3.0% | 0.0% | +2.8% |
| 30D | -0.6% | -40.0% | +39.4% | +1.3% |
| 3M | -10.7% | -47.0% | +36.3% | -8.8% |
| 6M | +9.1% | -21.0% | +30.1% | +7.9% |
| YTD | +9.5% | +48.0% | -38.5% | +4.1% |
| 1Y | +14.0% | +43.9% | -29.8% | +8.2% |
| 3Y | +138.9% | -67.5% | +206.4% | +142.2% |
| All | +138.9% | -68.6% | +207.5% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling