+843.8%
PM vs FCEL
-100.0%
+943.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.5% | -13.3% | -2.2% |
| 7D | -5.2% | -11.2% | +6.0% | -4.9% |
| 30D | +2.7% | -45.8% | +48.5% | +4.5% |
| 3M | +6.1% | -51.0% | +57.1% | +8.0% |
| 6M | +18.0% | -22.2% | +40.3% | +16.3% |
| YTD | +26.6% | +36.3% | -9.7% | +21.3% |
| 1Y | +36.7% | +29.0% | +7.7% | +30.9% |
| 3Y | +146.0% | -70.9% | +216.9% | +139.9% |
| 5Y | +164.1% | -96.3% | +260.4% | +172.0% |
| 10Y | +238.8% | -99.1% | +337.9% | +226.1% |
| All | +843.8% | -100.0% | +943.7% | +836.5% |
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 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