+92.8%
FCX vs P
+193.5%
-100.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | +2.0% |
| 7D | -0.8% | -4.7% | +3.9% | +0.2% |
| 30D | -15.1% | -31.4% | +16.4% | -8.2% |
| 3M | -9.6% | -2.6% | -7.0% | -10.4% |
| 6M | -3.1% | +21.9% | -25.0% | -10.3% |
| YTD | +23.4% | +58.9% | -35.5% | +6.6% |
| 1Y | +52.7% | +21.7% | +30.9% | +37.1% |
| All | +92.8% | +193.5% | -100.6% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling