+75.6%
FCX vs PDD
-37.1%
+112.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +3.1% | -4.4% | +7.5% | +4.5% |
| 30D | +8.1% | -15.5% | +23.6% | +13.7% |
| 3M | +18.9% | -4.1% | +23.0% | +20.3% |
| 6M | +26.6% | -23.4% | +50.0% | +40.4% |
| YTD | +51.2% | -30.7% | +81.8% | +70.2% |
| 1Y | +75.6% | -37.6% | +113.2% | +104.7% |
| All | +75.6% | -37.1% | +112.7% | +104.7% |
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