+613.6%
FCX vs PBF
+367.4%
+246.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.7% | -7.3% | -6.8% |
| 7D | -1.9% | +2.3% | -4.2% | -2.4% |
| 30D | +3.4% | +11.6% | -8.2% | +0.3% |
| 3M | +15.0% | +81.7% | -66.8% | -2.6% |
| 6M | +14.6% | +96.4% | -81.8% | -7.3% |
| YTD | +41.2% | +189.5% | -148.3% | +1.5% |
| 1Y | +60.4% | +180.7% | -120.4% | +14.1% |
| 3Y | +88.4% | +56.6% | +31.8% | +48.9% |
| 5Y | +115.0% | +802.0% | -686.9% | -3.0% |
| All | +613.6% | +367.4% | +246.2% | +230.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling