-2.0%
FCX vs PCG
-20.4%
+18.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.8% |
| 7D | -4.9% | -1.6% | -3.3% | -4.8% |
| 30D | -17.1% | +1.4% | -18.5% | -17.2% |
| 3M | -12.7% | -23.4% | +10.7% | -11.1% |
| 6M | -2.0% | -19.4% | +17.4% | -1.3% |
| All | -2.0% | -20.4% | +18.4% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling