+85.8%
FCX vs PCAR
+36.3%
+49.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.2% |
| 7D | -2.4% | +3.5% | -5.8% | -4.1% |
| 30D | -18.0% | -2.3% | -15.7% | -17.1% |
| 3M | -14.3% | -19.3% | +5.1% | -4.2% |
| 6M | -1.7% | -7.1% | +5.4% | +1.6% |
| YTD | +19.8% | -2.8% | +22.6% | +21.7% |
| 1Y | +48.6% | +9.3% | +39.4% | +43.1% |
| 3Y | +85.8% | +33.5% | +52.3% | +45.2% |
| All | +85.8% | +36.3% | +49.6% | +45.2% |
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