+134.1%
PSX vs FCEL
-59.7%
+193.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +18.8% | -17.2% | +1.3% |
| 7D | +2.8% | +4.0% | -1.2% | +2.7% |
| 30D | +27.8% | -13.1% | +40.8% | +27.9% |
| 3M | +42.0% | +14.6% | +27.5% | +40.1% |
| 6M | +58.1% | +133.7% | -75.6% | +50.7% |
| YTD | +105.0% | +143.0% | -37.9% | +94.6% |
| 1Y | +104.9% | +320.9% | -215.9% | +88.9% |
| 3Y | +134.1% | -58.9% | +192.9% | +114.2% |
| All | +134.1% | -59.7% | +193.8% | +114.2% |
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