+253.8%
PH vs FCEL
-90.2%
+344.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.8% | -19.5% | -2.0% |
| 7D | +0.4% | +4.0% | -3.6% | -0.1% |
| 30D | -10.8% | -13.1% | +2.3% | -10.3% |
| 3M | +8.5% | +14.6% | -6.1% | +5.0% |
| 6M | +3.9% | +133.7% | -129.8% | -7.4% |
| YTD | +9.4% | +143.0% | -133.5% | -3.6% |
| 1Y | +26.8% | +320.9% | -294.1% | +3.7% |
| 3Y | +140.8% | -58.9% | +199.7% | +133.6% |
| 5Y | +253.8% | -89.7% | +343.4% | +284.5% |
| All | +253.8% | -90.2% | +344.0% | +284.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling