+51.1%
FCX vs PCOR
-10.0%
+61.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | 0.0% | -7.5% | -7.5% |
| 7D | -12.5% | +23.7% | -36.1% | -17.0% |
| 30D | -20.0% | +39.0% | -59.0% | -26.3% |
| 3M | -16.4% | +35.8% | -52.1% | -23.0% |
| 6M | +0.8% | +38.2% | -37.4% | -8.5% |
| YTD | +15.1% | +3.9% | +11.1% | +11.0% |
| 1Y | +45.3% | +5.7% | +39.7% | +39.0% |
| 3Y | +70.9% | +44.8% | +26.2% | +45.7% |
| 5Y | +67.5% | -19.8% | +87.3% | +50.2% |
| All | +51.1% | -10.0% | +61.1% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling