+430.7%
FCX vs PCG
-77.2%
+507.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.8% |
| 7D | -1.0% | -1.1% | 0.0% | -0.9% |
| 30D | -15.2% | +0.1% | -15.3% | -15.2% |
| 3M | -10.3% | -24.4% | +14.2% | -8.2% |
| 6M | +1.6% | -17.7% | +19.2% | +3.0% |
| YTD | +23.9% | -17.4% | +41.3% | +25.5% |
| 1Y | +58.0% | -19.4% | +77.4% | +60.4% |
| 3Y | +94.6% | -18.6% | +113.2% | +97.0% |
| 5Y | +70.4% | +10.2% | +60.2% | +68.5% |
| 10Y | +430.7% | -76.7% | +507.3% | +428.0% |
| All | +430.7% | -77.2% | +507.9% | +428.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling