+59.6%
FCX vs PDD
-33.4%
+93.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -4.9% | -4.1% | -0.8% | -3.6% |
| 30D | +4.8% | -9.6% | +14.4% | +8.0% |
| 3M | +4.6% | -4.3% | +8.9% | +6.5% |
| 6M | +10.8% | -18.8% | +29.6% | +20.6% |
| YTD | +44.2% | -27.5% | +71.7% | +59.7% |
| 1Y | +59.6% | -33.6% | +93.2% | +83.3% |
| All | +59.6% | -33.4% | +93.0% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 1y: compounded portfolio wealth divided by compounded PDD 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…
1y analysis · Full analysis span regression · 6 months rolling