+0.7%
PFE vs FCEL
-64.7%
+65.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.2% | -1.3% |
| 7D | +1.8% | -15.8% | +17.6% | +2.0% |
| 30D | +10.2% | -29.3% | +39.5% | +10.7% |
| 3M | +12.7% | -30.1% | +42.8% | +12.4% |
| 6M | +10.5% | +74.4% | -63.9% | +7.0% |
| YTD | +20.2% | +104.5% | -84.4% | +15.3% |
| 1Y | +24.1% | +281.4% | -257.3% | +15.8% |
| All | +0.7% | -64.7% | +65.3% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling