+87.6%
FCX vs PAAS
+197.4%
-109.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -0.6% |
| 7D | +4.4% | -7.0% | +11.5% | +8.3% |
| 30D | -16.3% | -15.3% | -1.1% | -9.2% |
| 3M | -12.5% | -27.7% | +15.3% | +2.4% |
| 6M | -8.0% | -40.5% | +32.4% | +17.6% |
| YTD | +20.1% | -26.5% | +46.6% | +37.5% |
| 1Y | +45.9% | -0.8% | +46.7% | +44.5% |
| All | +87.6% | +197.4% | -109.7% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling