+140.0%
FCX vs PBF
+258.1%
-118.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.2% | +2.0% | -1.9% |
| 7D | -2.4% | -15.3% | +12.9% | +1.7% |
| 30D | -18.0% | -21.8% | +3.8% | -13.3% |
| 3M | -14.3% | -0.2% | -14.1% | -15.7% |
| 6M | -1.7% | +63.6% | -65.3% | -16.4% |
| YTD | +19.8% | +147.5% | -127.7% | -12.3% |
| 1Y | +48.6% | +69.8% | -21.2% | +19.9% |
| 3Y | +85.8% | +65.3% | +20.5% | +41.5% |
| 5Y | +72.2% | +393.4% | -321.2% | -10.6% |
| 10Y | +386.3% | +240.3% | +146.0% | +120.0% |
| All | +140.0% | +258.1% | -118.1% | -2.9% |
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