+1,015.5%
FCX vs PAAS
+1,087.2%
-71.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.2% |
| 7D | -4.9% | -2.9% | -2.0% | -3.8% |
| 30D | +4.8% | +6.8% | -2.0% | +1.8% |
| 3M | +4.6% | -2.9% | +7.5% | +5.9% |
| 6M | +10.8% | -16.4% | +27.3% | +19.1% |
| YTD | +44.2% | 0.0% | +44.2% | +42.9% |
| 1Y | +59.6% | +54.3% | +5.2% | +31.7% |
| 3Y | +82.2% | +230.7% | -148.4% | +6.4% |
| 5Y | +115.6% | +111.6% | +4.0% | +45.2% |
| 10Y | +670.6% | +211.7% | +458.8% | +269.8% |
| All | +1,015.5% | +1,087.2% | -71.7% | +255.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling