+49.6%
PFE vs FCEL
-98.9%
+148.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.6% | -9.2% | -0.7% |
| 7D | -4.7% | +3.0% | -7.7% | -4.8% |
| 30D | +3.4% | -40.0% | +43.3% | +4.0% |
| 3M | +9.2% | -47.0% | +56.3% | +9.9% |
| 6M | +15.8% | -21.0% | +36.8% | +15.0% |
| YTD | +23.4% | +48.0% | -24.6% | +20.7% |
| 1Y | +25.8% | +43.9% | -18.1% | +23.0% |
| 3Y | +17.8% | -67.5% | +85.4% | +15.9% |
| 5Y | -20.2% | -96.7% | +76.5% | -19.8% |
| 10Y | +49.6% | -99.0% | +148.6% | +42.9% |
| All | +49.6% | -98.9% | +148.5% | +42.9% |
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 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