+62.7%
FCX vs PCOR
-9.0%
+71.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.6% |
| 7D | -1.0% | +22.2% | -23.2% | -5.8% |
| 30D | -15.2% | +36.0% | -51.3% | -21.4% |
| 3M | -10.3% | +34.0% | -44.3% | -17.1% |
| 6M | +1.6% | +43.5% | -41.9% | -8.7% |
| YTD | +23.9% | +5.1% | +18.7% | +19.2% |
| 1Y | +58.0% | -3.9% | +62.0% | +56.3% |
| 3Y | +94.6% | +52.9% | +41.7% | +63.9% |
| 5Y | +70.4% | -18.7% | +89.0% | +52.3% |
| All | +62.7% | -9.0% | +71.7% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling