+121.6%
PM vs FCEL
-66.1%
+187.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.0% |
| 7D | -4.9% | -15.8% | +10.9% | -4.8% |
| 30D | -3.4% | -29.3% | +25.9% | -3.3% |
| 3M | +5.2% | -30.1% | +35.3% | +5.0% |
| 6M | +3.7% | +74.4% | -70.7% | +2.0% |
| YTD | +15.8% | +104.5% | -88.7% | +13.5% |
| 1Y | +17.4% | +281.4% | -264.0% | +12.9% |
| All | +121.6% | -66.1% | +187.7% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling