+376.3%
PSX vs FCEL
-99.2%
+475.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | -0.6% |
| 7D | +1.5% | +6.3% | -4.8% | +1.2% |
| 30D | +15.8% | -18.8% | +34.6% | +16.5% |
| 3M | +43.0% | -3.8% | +46.8% | +41.2% |
| 6M | +61.1% | +121.1% | -60.0% | +51.4% |
| YTD | +104.5% | +113.3% | -8.7% | +91.8% |
| 1Y | +102.5% | +173.5% | -71.0% | +86.0% |
| 3Y | +133.5% | -63.9% | +197.4% | +125.0% |
| 5Y | +367.0% | -90.7% | +457.6% | +364.8% |
| All | +376.3% | -99.2% | +475.5% | +379.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling