+35.2%
PFE vs FCEL
-99.1%
+134.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.7% | +0.1% |
| 7D | -4.3% | +15.1% | -19.3% | -4.5% |
| 30D | +2.7% | -16.4% | +19.1% | +2.9% |
| 3M | +10.0% | -5.3% | +15.2% | +9.4% |
| 6M | +7.2% | +124.5% | -117.4% | +4.5% |
| YTD | +17.3% | +126.7% | -109.4% | +14.2% |
| 1Y | +20.3% | +219.9% | -199.6% | +16.0% |
| 3Y | -1.6% | -61.6% | +60.0% | -3.4% |
| 5Y | -21.4% | -90.5% | +69.1% | -22.2% |
| 10Y | +35.2% | -99.1% | +134.4% | +34.5% |
| All | +35.2% | -99.1% | +134.4% | +34.5% |
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 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