+430.7%
FCX vs P
+748.5%
-317.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.3% | -1.4% | +2.9% |
| 7D | -1.0% | -9.6% | +8.6% | +1.9% |
| 30D | -15.2% | -33.4% | +18.2% | -4.4% |
| 3M | -10.3% | +14.2% | -24.5% | -16.7% |
| 6M | +1.6% | +31.6% | -30.0% | -11.6% |
| YTD | +23.9% | +53.5% | -29.6% | +1.1% |
| 1Y | +58.0% | +14.2% | +43.8% | +38.5% |
| 3Y | +94.6% | +190.5% | -95.9% | +10.2% |
| 5Y | +70.4% | +256.3% | -186.0% | -14.6% |
| 10Y | +430.7% | +707.9% | -277.2% | +97.5% |
| All | +430.7% | +748.5% | -317.9% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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