+485.6%
FCX vs PAAS
+192.1%
+293.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.2% | +2.0% |
| 7D | -4.9% | +8.4% | -13.3% | -8.0% |
| 30D | -17.1% | -7.2% | -10.0% | -14.7% |
| 3M | -12.7% | -14.0% | +1.4% | -7.6% |
| 6M | -2.0% | -26.8% | +24.8% | +10.5% |
| YTD | +18.1% | -19.8% | +37.9% | +27.6% |
| 1Y | +55.2% | +22.8% | +32.3% | +42.0% |
| 3Y | +74.3% | +183.6% | -109.3% | +12.9% |
| 5Y | +71.9% | +73.8% | -1.9% | +27.7% |
| All | +485.6% | +192.1% | +293.5% | +257.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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