+11.5%
PH vs FCEL
-19.7%
+31.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | +0.4% |
| 7D | +6.9% | +3.9% | +3.0% | +6.5% |
| 30D | +1.7% | -33.1% | +34.8% | +3.2% |
| 3M | -8.1% | -43.0% | +34.8% | -6.4% |
| 6M | +11.5% | -31.3% | +42.8% | +12.2% |
| All | +11.5% | -19.7% | +31.2% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling