+138.9%
FCX vs PBF
+735.5%
-596.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.3% | +2.1% | +4.7% |
| 7D | +5.7% | +2.4% | +3.4% | +5.3% |
| 30D | +10.1% | +24.9% | -14.8% | +5.0% |
| 3M | +20.2% | +81.9% | -61.7% | +5.2% |
| 6M | +29.7% | +79.4% | -49.7% | +11.1% |
| YTD | +51.9% | +188.3% | -136.4% | +14.6% |
| 1Y | +66.0% | +177.3% | -111.3% | +23.7% |
| 3Y | +102.7% | +56.0% | +46.7% | +67.2% |
| 5Y | +138.9% | +804.0% | -665.2% | +12.5% |
| All | +138.9% | +735.5% | -596.6% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling