+61.5%
FCX vs PCOR
-19.6%
+81.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -4.9% | +22.7% | -27.6% | -9.7% |
| 30D | -17.1% | +37.5% | -54.6% | -23.5% |
| 3M | -12.7% | +35.2% | -47.9% | -19.6% |
| 6M | -2.0% | +42.2% | -44.2% | -11.9% |
| YTD | +18.1% | +3.6% | +14.5% | +14.1% |
| 1Y | +55.2% | -4.8% | +59.9% | +54.0% |
| 3Y | +74.3% | +48.3% | +26.0% | +46.7% |
| All | +61.5% | -19.6% | +81.1% | +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 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