+60.3%
FCX vs PCOR
+4.0%
+56.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +19.7% | -18.3% | +3.0% |
| 7D | -6.0% | +21.8% | -27.8% | -4.3% |
| 30D | -13.6% | +39.5% | -53.1% | -10.7% |
| 3M | -6.8% | +35.2% | -42.0% | -3.7% |
| 6M | +13.2% | +21.7% | -8.6% | +16.9% |
| YTD | +24.4% | +3.9% | +20.5% | +30.9% |
| 1Y | +60.3% | +6.9% | +53.3% | +69.1% |
| All | +60.3% | +4.0% | +56.2% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling