+612.2%
FCX vs PEG
+148.0%
+464.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -2.3% | -0.9% | -1.4% | -1.8% |
| 30D | +2.7% | -3.7% | +6.4% | +4.7% |
| 3M | +7.4% | -7.3% | +14.7% | +11.7% |
| 6M | +16.0% | -10.5% | +26.5% | +22.6% |
| YTD | +40.9% | -7.5% | +48.4% | +45.8% |
| 1Y | +56.4% | -8.7% | +65.2% | +62.6% |
| 3Y | +84.2% | +31.4% | +52.9% | +50.2% |
| 5Y | +114.6% | +37.8% | +76.8% | +68.0% |
| All | +612.2% | +148.0% | +464.2% | +337.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling