+585.3%
FCX vs P
+485.4%
+99.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -4.9% | +6.5% | -11.4% | -6.9% |
| 30D | +4.8% | +18.8% | -14.0% | -2.5% |
| 3M | +4.6% | +26.7% | -22.1% | -5.1% |
| 6M | +10.8% | +62.2% | -51.3% | -8.9% |
| YTD | +44.2% | +48.5% | -4.3% | +20.9% |
| 1Y | +59.6% | +26.4% | +33.2% | +37.4% |
| 3Y | +82.2% | +159.4% | -77.2% | +9.6% |
| 5Y | +115.6% | +275.8% | -160.2% | +8.2% |
| 10Y | +670.6% | +732.0% | -61.5% | +161.7% |
| All | +585.3% | +485.4% | +99.9% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling