+61.4%
FCX vs PCAR
+116.9%
-55.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +1.5% |
| 7D | -0.8% | +2.2% | -3.0% | -2.0% |
| 30D | -15.1% | +0.3% | -15.4% | -15.3% |
| 3M | -9.6% | -17.9% | +8.3% | +1.6% |
| 6M | -3.1% | -3.4% | +0.4% | -1.7% |
| YTD | +23.4% | -0.1% | +23.5% | +22.9% |
| 1Y | +52.7% | +13.4% | +39.3% | +40.9% |
| 3Y | +91.4% | +37.2% | +54.2% | +45.0% |
| All | +61.4% | +116.9% | -55.4% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling