+51.8%
PSX vs FCEL
-37.5%
+89.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +8.0% | +1.4% |
| 7D | +6.4% | +14.8% | -8.4% | +7.0% |
| 30D | -10.2% | -33.9% | +23.7% | -11.7% |
| 3M | +17.2% | -52.7% | +69.9% | +13.6% |
| 6M | +51.8% | -40.0% | +91.8% | +53.2% |
| All | +51.8% | -37.5% | +89.3% | +53.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling