+20,052.8%
PH vs FCEL
-99.8%
+20,152.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -3.1% | -15.8% | +12.8% | -1.8% |
| 30D | -3.2% | -29.3% | +26.0% | -0.8% |
| 3M | +10.6% | -30.1% | +40.7% | +10.9% |
| 6M | -2.1% | +74.4% | -76.6% | -11.2% |
| YTD | +10.2% | +104.5% | -94.3% | -2.0% |
| 1Y | +28.2% | +281.4% | -253.2% | +5.9% |
| 3Y | +134.9% | -66.1% | +201.0% | +121.8% |
| 5Y | +253.6% | -91.9% | +345.5% | +259.0% |
| 10Y | +804.7% | -99.2% | +903.9% | +743.2% |
| All | +20,052.8% | -99.8% | +20,152.5% | +17,352.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling