+74.3%
FCX vs PCOR
+43.8%
+30.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -4.9% | +22.7% | -27.6% | -8.8% |
| 30D | -17.1% | +37.5% | -54.6% | -22.4% |
| 3M | -12.7% | +35.2% | -47.9% | -18.4% |
| 6M | -2.0% | +42.2% | -44.2% | -9.9% |
| YTD | +18.1% | +3.6% | +14.5% | +18.5% |
| 1Y | +55.2% | -4.8% | +59.9% | +60.8% |
| 3Y | +74.3% | +48.3% | +26.0% | +43.8% |
| All | +74.3% | +43.8% | +30.5% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling