+60.3%
FCX vs PBF
+120.1%
-59.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.7% | +8.0% | +0.7% |
| 7D | -6.0% | -0.9% | -5.1% | -6.0% |
| 30D | -13.6% | -13.7% | +0.1% | -14.5% |
| 3M | -6.8% | +10.6% | -17.4% | -5.4% |
| 6M | +13.2% | +61.2% | -48.0% | +21.0% |
| YTD | +24.4% | +172.7% | -148.3% | +29.3% |
| 1Y | +60.3% | +111.0% | -50.7% | +71.3% |
| All | +60.3% | +120.1% | -59.8% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling