+29.7%
PM vs FCEL
+31.5%
-1.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +0.5% |
| 7D | -6.6% | -8.3% | +1.7% | -6.7% |
| 30D | -3.4% | -43.0% | +39.5% | -4.3% |
| 3M | +5.3% | -48.2% | +53.5% | +4.3% |
| 6M | +15.5% | -25.0% | +40.5% | +13.3% |
| YTD | +24.3% | +40.6% | -16.4% | +22.7% |
| 1Y | +29.7% | +36.0% | -6.3% | +28.2% |
| All | +29.7% | +31.5% | -1.8% | +28.2% |
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 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