+653.3%
FCX vs PCAR
+355.9%
+297.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -4.9% | -0.5% | -4.4% | -4.5% |
| 30D | +4.8% | -6.2% | +11.0% | +10.7% |
| 3M | +4.6% | +5.9% | -1.3% | -0.8% |
| 6M | +10.8% | +0.4% | +10.4% | +9.9% |
| YTD | +44.2% | +14.8% | +29.4% | +27.3% |
| 1Y | +59.6% | +30.1% | +29.5% | +25.6% |
| 3Y | +82.2% | +66.7% | +15.6% | +5.1% |
| 5Y | +115.6% | +166.1% | -50.5% | -25.2% |
| All | +653.3% | +355.9% | +297.4% | +42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling