+74.3%
FCX vs PCG
-21.6%
+95.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.1% |
| 7D | -4.9% | -1.6% | -3.3% | -4.5% |
| 30D | -17.1% | +1.4% | -18.5% | -17.4% |
| 3M | -12.7% | -23.4% | +10.7% | -7.2% |
| 6M | -2.0% | -19.4% | +17.4% | +2.0% |
| YTD | +18.1% | -18.5% | +36.6% | +22.8% |
| 1Y | +55.2% | -19.5% | +74.7% | +62.0% |
| 3Y | +74.3% | -21.0% | +95.3% | +69.1% |
| All | +74.3% | -21.6% | +95.9% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling