+83.9%
FCX vs PCAR
+35.4%
+48.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -0.3% | +4.9% | -5.2% | -2.7% |
| 30D | -14.7% | -1.4% | -13.3% | -14.2% |
| 3M | -11.2% | -18.1% | +7.0% | -1.5% |
| 6M | -11.4% | -4.0% | -7.4% | -9.9% |
| YTD | +17.7% | -1.5% | +19.2% | +18.8% |
| 1Y | +47.5% | +13.2% | +34.3% | +39.6% |
| 3Y | +83.9% | +35.8% | +48.1% | +42.3% |
| All | +83.9% | +35.4% | +48.5% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling