+147.2%
FCX vs PBF
+278.8%
-131.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.8% | -2.8% | +1.6% |
| 7D | -0.8% | -4.0% | +3.2% | +0.3% |
| 30D | -15.1% | -18.0% | +2.9% | -11.3% |
| 3M | -9.6% | +0.9% | -10.5% | -11.3% |
| 6M | -3.1% | +65.7% | -68.8% | -17.8% |
| YTD | +23.4% | +161.9% | -138.4% | -10.9% |
| 1Y | +52.7% | +77.8% | -25.1% | +21.8% |
| 3Y | +91.4% | +74.9% | +16.5% | +43.8% |
| 5Y | +62.7% | +423.4% | -360.6% | -16.7% |
| 10Y | +395.9% | +255.2% | +140.7% | +122.1% |
| All | +147.2% | +278.8% | -131.6% | -1.4% |
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