+58.5%
FCX vs PDD
-18.2%
+76.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.3% |
| 7D | +4.4% | -7.6% | +12.1% | +6.0% |
| 30D | -16.3% | -5.4% | -10.9% | -15.5% |
| 3M | -12.5% | -12.9% | +0.4% | -10.3% |
| 6M | -8.0% | -19.0% | +11.0% | -4.8% |
| YTD | +20.1% | -31.6% | +51.8% | +28.5% |
| 1Y | +45.9% | -43.0% | +88.9% | +61.3% |
| 3Y | +86.2% | -28.9% | +115.1% | +90.9% |
| All | +58.5% | -18.2% | +76.7% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling