+20,106.8%
PH vs FCEL
-99.8%
+20,206.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.0% | +5.9% | +1.3% |
| 7D | +2.1% | -8.3% | +10.4% | +2.7% |
| 30D | +0.3% | -43.0% | +43.3% | +4.6% |
| 3M | -8.8% | -48.2% | +39.4% | -4.9% |
| 6M | +10.0% | -25.0% | +35.0% | +7.6% |
| YTD | +10.5% | +40.6% | -30.1% | +0.5% |
| 1Y | +15.5% | +36.0% | -20.5% | +4.8% |
| 3Y | +136.4% | -66.7% | +203.1% | +122.2% |
| 5Y | +213.6% | -96.7% | +310.2% | +243.2% |
| 10Y | +713.9% | -99.0% | +812.9% | +631.2% |
| All | +20,106.8% | -99.8% | +20,206.6% | +17,801.3% |
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