+188.8%
FCX vs PBF
+303.9%
-115.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -4.9% | +4.3% | -9.2% | -5.9% |
| 30D | +4.8% | +22.0% | -17.2% | -0.9% |
| 3M | +4.6% | +74.5% | -69.9% | -11.1% |
| 6M | +10.8% | +67.7% | -56.9% | -7.5% |
| YTD | +44.2% | +179.2% | -135.0% | +3.7% |
| 1Y | +59.6% | +170.0% | -110.4% | +13.3% |
| 3Y | +82.2% | +66.4% | +15.9% | +40.2% |
| 5Y | +115.6% | +764.5% | -648.9% | -3.6% |
| 10Y | +670.6% | +358.5% | +312.0% | +222.2% |
| All | +188.8% | +303.9% | -115.1% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling