+858.0%
FCX vs PAAS
+879.6%
-21.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +3.7% |
| 7D | -1.0% | +8.8% | -9.9% | -4.4% |
| 30D | -15.2% | -8.5% | -6.8% | -12.2% |
| 3M | -10.3% | -17.0% | +6.7% | -3.7% |
| 6M | +1.6% | -27.9% | +29.5% | +15.5% |
| YTD | +23.9% | -17.5% | +41.3% | +32.3% |
| 1Y | +58.0% | +22.8% | +35.2% | +43.2% |
| 3Y | +94.6% | +224.2% | -129.6% | +15.3% |
| 5Y | +70.4% | +73.6% | -3.3% | +24.2% |
| 10Y | +430.7% | +186.4% | +244.3% | +163.5% |
| All | +858.0% | +879.6% | -21.5% | +229.6% |
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 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