+96.9%
PSX vs FCEL
+32.6%
+64.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.0% | +1.5% | -4.6% |
| 7D | -5.2% | -14.9% | +9.7% | -5.3% |
| 30D | -3.7% | -41.7% | +37.9% | -4.3% |
| 3M | +26.8% | -53.2% | +79.9% | +25.8% |
| 6M | +47.3% | -19.0% | +66.4% | +42.9% |
| YTD | +105.4% | +44.2% | +61.2% | +96.3% |
| 1Y | +96.9% | +42.4% | +54.5% | +88.1% |
| All | +96.9% | +32.6% | +64.3% | +88.1% |
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