+150.2%
PSX vs FCEL
-64.6%
+214.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.5% | -3.3% | +3.1% |
| 7D | -0.4% | +3.9% | -4.3% | -0.5% |
| 30D | -8.1% | -33.1% | +25.0% | -7.6% |
| 3M | +15.9% | -43.0% | +58.9% | +16.5% |
| 6M | +49.4% | -31.3% | +80.7% | +47.1% |
| YTD | +104.7% | +49.8% | +54.9% | +94.8% |
| 1Y | +89.1% | +48.2% | +40.9% | +79.5% |
| All | +150.2% | -64.6% | +214.7% | +135.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling