+114.3%
FCX vs PCG
+58.3%
+56.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.7% |
| 7D | -4.9% | -13.9% | +9.0% | -0.6% |
| 30D | +4.8% | -16.9% | +21.7% | +10.8% |
| 3M | +4.6% | -14.7% | +19.4% | +8.9% |
| 6M | +10.8% | -23.8% | +34.6% | +21.3% |
| YTD | +44.2% | -10.5% | +54.7% | +46.5% |
| 1Y | +59.6% | -5.1% | +64.7% | +57.0% |
| 3Y | +82.2% | -11.6% | +93.9% | +79.5% |
| All | +114.3% | +58.3% | +56.0% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling