+17.4%
PM vs FCEL
+269.1%
-251.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -1.9% |
| 7D | -4.9% | -15.8% | +10.9% | -5.1% |
| 30D | -3.4% | -29.3% | +25.9% | -3.9% |
| 3M | +5.2% | -30.1% | +35.3% | +4.8% |
| 6M | +3.7% | +74.4% | -70.7% | +3.5% |
| YTD | +15.8% | +104.5% | -88.7% | +16.2% |
| 1Y | +17.4% | +281.4% | -264.0% | +13.6% |
| All | +17.4% | +269.1% | -251.8% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling