+789.9%
FCX vs PCAR
+9,010.6%
-8,220.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.6% | -5.9% | -6.6% |
| 7D | -12.5% | +2.2% | -14.6% | -13.5% |
| 30D | -20.0% | -4.4% | -15.6% | -18.2% |
| 3M | -16.4% | -21.4% | +5.0% | -4.7% |
| 6M | +0.8% | -7.3% | +8.2% | +4.7% |
| YTD | +15.1% | -3.8% | +18.8% | +17.1% |
| 1Y | +45.3% | +6.3% | +39.0% | +39.9% |
| 3Y | +70.9% | +34.4% | +36.6% | +40.6% |
| 5Y | +67.5% | +109.2% | -41.7% | +7.3% |
| 10Y | +483.0% | +312.9% | +170.2% | +176.2% |
| All | +789.9% | +9,010.6% | -8,220.6% | +125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling