+1,468.4%
PFE vs FCEL
-99.8%
+1,568.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.2% | -1.3% |
| 7D | +1.8% | -15.8% | +17.6% | +2.3% |
| 30D | +10.2% | -29.3% | +39.5% | +11.4% |
| 3M | +12.7% | -30.1% | +42.8% | +12.7% |
| 6M | +10.5% | +74.4% | -63.9% | +5.8% |
| YTD | +20.2% | +104.5% | -84.4% | +14.0% |
| 1Y | +24.1% | +281.4% | -257.3% | +14.1% |
| 3Y | -3.6% | -66.1% | +62.5% | -6.2% |
| 5Y | -20.9% | -91.9% | +71.0% | -21.1% |
| 10Y | +35.8% | -99.2% | +135.1% | +29.1% |
| All | +1,468.4% | -99.8% | +1,568.2% | +1,255.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling