+60.3%
FCX vs PCAR
+12.4%
+47.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | -1.3% |
| 7D | -6.0% | +3.7% | -9.7% | -8.2% |
| 30D | -13.6% | -2.9% | -10.7% | -12.1% |
| 3M | -6.8% | -21.7% | +14.9% | +10.3% |
| 6M | +13.2% | -6.6% | +19.8% | +16.5% |
| YTD | +24.4% | -2.2% | +26.6% | +26.2% |
| 1Y | +60.3% | +12.2% | +48.0% | +51.9% |
| All | +60.3% | +12.4% | +47.9% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling