+402.8%
FCX vs PDD
+210.2%
+192.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -4.9% | -4.1% | -0.8% | -4.1% |
| 30D | +4.8% | -9.6% | +14.4% | +6.8% |
| 3M | +4.6% | -4.3% | +8.9% | +5.2% |
| 6M | +10.8% | -18.8% | +29.6% | +14.8% |
| YTD | +44.2% | -27.5% | +71.7% | +52.5% |
| 1Y | +59.6% | -33.6% | +93.2% | +71.1% |
| 3Y | +82.2% | -20.4% | +102.7% | +82.9% |
| 5Y | +115.6% | -19.6% | +135.2% | +97.7% |
| All | +402.8% | +210.2% | +192.6% | +239.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling