+61.5%
FCX vs P
+247.4%
-185.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +1.7% |
| 7D | -4.9% | -23.8% | +18.9% | +1.7% |
| 30D | -17.1% | -36.6% | +19.5% | -7.2% |
| 3M | -12.7% | +10.9% | -23.5% | -17.2% |
| 6M | -2.0% | +30.0% | -32.0% | -12.4% |
| YTD | +18.1% | +44.4% | -26.3% | +1.4% |
| 1Y | +55.2% | +3.9% | +51.2% | +42.7% |
| 3Y | +74.3% | +176.6% | -102.3% | +6.9% |
| All | +61.5% | +247.4% | -185.9% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling