+74.3%
FCX vs PDD
-23.2%
+97.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | -4.9% | +5.6% | -10.5% | -6.2% |
| 30D | -17.1% | +5.8% | -22.9% | -18.3% |
| 3M | -12.7% | -8.6% | -4.1% | -10.9% |
| 6M | -2.0% | -18.8% | +16.9% | +2.6% |
| YTD | +18.1% | -26.8% | +44.9% | +26.5% |
| 1Y | +55.2% | -39.3% | +94.4% | +73.0% |
| 3Y | +74.3% | -22.5% | +96.8% | +78.5% |
| All | +74.3% | -23.2% | +97.5% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling