+3,028.2%
FCX vs PBR
+1,864.5%
+1,163.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.5% | +1.8% | +3.5% |
| 7D | +5.7% | +2.5% | +3.3% | +4.4% |
| 30D | +10.1% | +19.4% | -9.3% | -0.3% |
| 3M | +20.2% | +20.8% | -0.6% | +7.4% |
| 6M | +29.7% | +23.5% | +6.2% | +12.3% |
| YTD | +51.9% | +83.4% | -31.5% | +5.9% |
| 1Y | +66.0% | +77.6% | -11.6% | +16.6% |
| 3Y | +102.7% | +99.9% | +2.9% | +28.7% |
| 5Y | +138.9% | +567.7% | -428.9% | -28.7% |
| 10Y | +701.1% | +621.5% | +79.6% | +74.7% |
| All | +3,028.2% | +1,864.5% | +1,163.8% | +563.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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