+311.7%
FCX vs PDD
+213.3%
+98.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.8% |
| 7D | -4.9% | +5.6% | -10.5% | -5.9% |
| 30D | -17.1% | +5.8% | -22.9% | -18.1% |
| 3M | -12.7% | -8.6% | -4.1% | -11.3% |
| 6M | -2.0% | -18.8% | +16.9% | +1.3% |
| YTD | +18.1% | -26.8% | +44.9% | +24.4% |
| 1Y | +55.2% | -39.3% | +94.4% | +69.0% |
| 3Y | +74.3% | -22.5% | +96.8% | +75.7% |
| 5Y | +71.9% | -0.8% | +72.7% | +52.1% |
| All | +311.7% | +213.3% | +98.4% | +176.8% |
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