+47.5%
FCX vs PEG
-5.8%
+53.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.1% |
| 7D | -0.3% | +4.5% | -4.8% | -0.7% |
| 30D | -14.7% | +7.5% | -22.3% | -15.2% |
| 3M | -11.2% | +0.8% | -12.0% | -11.0% |
| 6M | -11.4% | 0.0% | -11.4% | -11.5% |
| YTD | +17.7% | -3.0% | +20.8% | +17.3% |
| 1Y | +47.5% | -4.7% | +52.2% | +48.2% |
| All | +47.5% | -5.8% | +53.3% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling