+1,520.2%
PFE vs FCEL
-99.8%
+1,620.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.5% | -13.2% | -2.0% |
| 7D | -3.7% | -11.2% | +7.5% | -3.4% |
| 30D | +5.0% | -45.8% | +50.7% | +6.9% |
| 3M | +12.2% | -51.0% | +63.2% | +14.2% |
| 6M | +14.6% | -22.2% | +36.8% | +13.0% |
| YTD | +24.1% | +36.3% | -12.1% | +18.8% |
| 1Y | +26.6% | +29.0% | -2.5% | +21.1% |
| 3Y | +14.3% | -70.9% | +85.2% | +11.4% |
| 5Y | -21.9% | -96.3% | +74.4% | -19.9% |
| 10Y | +62.6% | -99.1% | +161.7% | +51.4% |
| All | +1,520.2% | -99.8% | +1,620.1% | +1,313.4% |
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