+60.3%
FCX vs PCG
-14.1%
+74.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | -6.0% | +1.9% | -7.9% | -6.2% |
| 30D | -13.6% | +8.5% | -22.1% | -14.3% |
| 3M | -6.8% | -22.9% | +16.1% | -4.0% |
| 6M | +13.2% | -16.8% | +29.9% | +14.8% |
| YTD | +24.4% | -15.8% | +40.2% | +35.3% |
| 1Y | +60.3% | -16.0% | +76.3% | +77.5% |
| All | +60.3% | -14.1% | +74.4% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling