+75.6%
FCX vs PBF
+172.0%
-96.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +3.1% | +1.4% | +1.7% | +3.2% |
| 30D | +8.1% | +15.8% | -7.7% | +9.5% |
| 3M | +18.9% | +90.3% | -71.3% | +26.8% |
| 6M | +26.6% | +102.8% | -76.2% | +33.2% |
| YTD | +51.2% | +187.3% | -136.2% | +57.9% |
| 1Y | +75.6% | +161.8% | -86.3% | +83.8% |
| All | +75.6% | +172.0% | -96.5% | +83.8% |
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