+70.4%
FCX vs PBF
+407.7%
-337.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.4% | +1.5% | +4.3% |
| 7D | -1.0% | -7.4% | +6.3% | +0.2% |
| 30D | -15.2% | -17.5% | +2.2% | -12.7% |
| 3M | -10.3% | +13.1% | -23.4% | -13.4% |
| 6M | +1.6% | +72.6% | -71.1% | -10.8% |
| YTD | +23.9% | +161.2% | -137.3% | -4.7% |
| 1Y | +58.0% | +93.3% | -35.3% | +30.2% |
| 3Y | +94.6% | +80.7% | +13.9% | +52.8% |
| 5Y | +70.4% | +396.1% | -325.7% | +3.0% |
| All | +70.4% | +407.7% | -337.4% | +3.0% |
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