+19,927.2%
PH vs FCEL
-99.8%
+20,027.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.6% | -4.4% | +3.5% |
| 7D | +3.0% | +3.0% | 0.0% | +2.7% |
| 30D | -0.6% | -40.0% | +39.4% | +3.3% |
| 3M | -10.7% | -47.0% | +36.3% | -7.0% |
| 6M | +9.1% | -21.0% | +30.1% | +6.3% |
| YTD | +9.5% | +48.0% | -38.5% | -0.8% |
| 1Y | +14.0% | +43.9% | -29.8% | +3.0% |
| 3Y | +138.9% | -67.5% | +206.4% | +125.0% |
| 5Y | +209.1% | -96.7% | +305.8% | +238.5% |
| 10Y | +737.3% | -99.0% | +836.3% | +652.0% |
| All | +19,927.2% | -99.8% | +20,027.0% | +17,570.7% |
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