+114.3%
FCX vs PCOR
-43.0%
+157.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +1.3% |
| 7D | -4.9% | -9.0% | +4.1% | -2.7% |
| 30D | +4.8% | +4.2% | +0.6% | +3.4% |
| 3M | +4.6% | +14.4% | -9.8% | +0.3% |
| 6M | +10.8% | +0.2% | +10.7% | +8.3% |
| YTD | +44.2% | -20.3% | +64.5% | +49.3% |
| 1Y | +59.6% | -16.1% | +75.7% | +61.9% |
| 3Y | +82.2% | -14.7% | +97.0% | +77.4% |
| All | +114.3% | -43.0% | +157.3% | +105.6% |
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