+358.2%
PSX vs FCEL
-99.1%
+457.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +8.0% | +1.9% |
| 7D | +6.4% | +14.8% | -8.4% | +5.8% |
| 30D | -10.2% | -33.9% | +23.7% | -9.0% |
| 3M | +17.2% | -52.7% | +69.9% | +19.8% |
| 6M | +51.8% | -40.0% | +91.8% | +50.7% |
| YTD | +108.0% | +40.2% | +67.8% | +97.3% |
| 1Y | +96.1% | +32.9% | +63.2% | +85.8% |
| 3Y | +155.9% | -66.8% | +222.7% | +146.4% |
| 5Y | +306.9% | -97.0% | +403.9% | +324.1% |
| All | +358.2% | -99.1% | +457.3% | +374.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling