-22.2%
PFE vs FCEL
-90.2%
+68.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +18.8% | -21.1% | -2.6% |
| 7D | -2.7% | +4.0% | -6.6% | -2.8% |
| 30D | +3.8% | -13.1% | +16.9% | +4.0% |
| 3M | +10.4% | +14.6% | -4.2% | +9.3% |
| 6M | +6.3% | +133.7% | -127.4% | +2.8% |
| YTD | +17.4% | +143.0% | -125.6% | +13.2% |
| 1Y | +21.1% | +320.9% | -299.7% | +14.6% |
| 3Y | -1.6% | -58.9% | +57.3% | -4.9% |
| 5Y | -22.2% | -89.7% | +67.5% | -27.9% |
| All | -22.2% | -90.2% | +68.0% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling