+380.5%
PSX vs FCEL
-99.1%
+479.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.7% | +7.3% | +0.9% |
| 7D | +1.8% | +15.1% | -13.2% | +1.2% |
| 30D | +21.6% | -16.4% | +38.1% | +22.2% |
| 3M | +46.5% | -5.3% | +51.7% | +44.7% |
| 6M | +62.0% | +124.5% | -62.5% | +52.2% |
| YTD | +106.3% | +126.7% | -20.4% | +93.0% |
| 1Y | +103.0% | +219.9% | -116.9% | +85.2% |
| 3Y | +135.5% | -61.6% | +197.2% | +126.5% |
| 5Y | +368.5% | -90.5% | +459.0% | +366.1% |
| All | +380.5% | -99.1% | +479.6% | +383.0% |
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