+317.8%
FCX vs PDD
+199.6%
+118.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.9% | -3.0% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | -18.0% | -2.4% | -15.6% | -17.7% |
| 3M | -14.3% | -14.6% | +0.3% | -11.9% |
| 6M | -1.7% | -19.6% | +17.9% | +1.7% |
| YTD | +19.8% | -30.0% | +49.8% | +27.3% |
| 1Y | +48.6% | -42.5% | +91.2% | +63.5% |
| 3Y | +85.8% | -27.2% | +113.0% | +89.3% |
| 5Y | +72.2% | -8.2% | +80.5% | +54.6% |
| All | +317.8% | +199.6% | +118.2% | +183.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling