+48.5%
PFE vs FCEL
-99.1%
+147.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.4% | +4.3% | -2.0% |
| 7D | -2.1% | +14.8% | -16.9% | -2.3% |
| 30D | +3.1% | -33.9% | +37.0% | +3.6% |
| 3M | +11.2% | -52.7% | +63.9% | +12.1% |
| 6M | +15.0% | -40.0% | +55.1% | +14.7% |
| YTD | +23.5% | +40.2% | -16.7% | +20.9% |
| 1Y | +18.9% | +32.9% | -14.0% | +16.3% |
| 3Y | +18.7% | -66.8% | +85.6% | +16.7% |
| 5Y | -24.0% | -97.0% | +72.9% | -23.6% |
| All | +48.5% | -99.1% | +147.6% | +45.3% |
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