+125.1%
PM vs FCEL
-90.2%
+215.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +18.8% | -17.6% | +1.1% |
| 7D | -1.3% | +4.0% | -5.3% | -1.3% |
| 30D | -2.6% | -13.1% | +10.5% | -2.5% |
| 3M | +5.8% | +14.6% | -8.8% | +5.3% |
| 6M | +10.6% | +133.7% | -123.1% | +8.9% |
| YTD | +17.2% | +143.0% | -125.8% | +15.3% |
| 1Y | +17.6% | +320.9% | -303.2% | +14.4% |
| 3Y | +124.3% | -58.9% | +183.1% | +122.3% |
| 5Y | +125.1% | -89.7% | +214.7% | +122.3% |
| All | +125.1% | -90.2% | +215.2% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling