+55.4%
FCX vs PAAS
+48.6%
+6.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -0.3% | -8.9% | +8.6% | +4.4% |
| 30D | -14.7% | -11.4% | -3.3% | -9.6% |
| 3M | -11.2% | -20.4% | +9.3% | -1.1% |
| 6M | -11.4% | -40.7% | +29.3% | +13.1% |
| YTD | +17.7% | -26.9% | +44.7% | +34.6% |
| 1Y | +47.5% | -3.1% | +50.6% | +47.1% |
| 3Y | +83.9% | +199.3% | -115.4% | +2.1% |
| All | +55.4% | +48.6% | +6.7% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling