+55.4%
FCX vs PCOR
-11.9%
+67.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -0.3% | +3.0% | -3.3% | -1.0% |
| 30D | -14.7% | +38.7% | -53.4% | -21.5% |
| 3M | -11.2% | +24.9% | -36.0% | -16.5% |
| 6M | -11.4% | +68.8% | -80.2% | -23.8% |
| YTD | +17.7% | +6.7% | +11.0% | +13.0% |
| 1Y | +47.5% | +3.0% | +44.5% | +43.1% |
| 3Y | +83.9% | +48.6% | +35.3% | +54.7% |
| All | +55.4% | -11.9% | +67.2% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling