+1,112.1%
PSX vs FCEL
-99.7%
+1,211.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | +4.5% | -15.8% | +20.4% | +5.2% |
| 30D | +26.6% | -29.3% | +55.9% | +28.2% |
| 3M | +39.3% | -30.1% | +69.4% | +39.1% |
| 6M | +56.8% | +74.4% | -17.6% | +48.2% |
| YTD | +101.8% | +104.5% | -2.7% | +88.6% |
| 1Y | +99.6% | +281.4% | -181.8% | +78.9% |
| 3Y | +140.3% | -66.1% | +206.4% | +131.7% |
| 5Y | +339.3% | -91.9% | +431.2% | +340.2% |
| 10Y | +369.9% | -99.2% | +469.1% | +388.8% |
| All | +1,112.1% | -99.7% | +1,211.8% | +1,137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling