+1,015.5%
FCX vs PCG
+7.3%
+1,008.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.1% |
| 7D | -4.9% | -13.9% | +9.0% | -3.2% |
| 30D | +4.8% | -16.9% | +21.7% | +7.1% |
| 3M | +4.6% | -14.7% | +19.4% | +6.4% |
| 6M | +10.8% | -23.8% | +34.6% | +14.7% |
| YTD | +44.2% | -10.5% | +54.7% | +45.5% |
| 1Y | +59.6% | -5.1% | +64.7% | +59.4% |
| 3Y | +82.2% | -11.6% | +93.9% | +83.3% |
| 5Y | +115.6% | +59.0% | +56.6% | +99.6% |
| 10Y | +670.6% | -75.7% | +746.3% | +735.2% |
| All | +1,015.5% | +7.3% | +1,008.2% | +684.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling