+102.7%
FCX vs PEG
+34.5%
+68.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.1% |
| 7D | +5.7% | +1.0% | +4.7% | +5.3% |
| 30D | +10.1% | -1.9% | +11.9% | +10.7% |
| 3M | +20.2% | -3.7% | +23.9% | +21.7% |
| 6M | +29.7% | -9.4% | +39.1% | +34.7% |
| YTD | +51.9% | -6.0% | +57.9% | +54.7% |
| 1Y | +66.0% | -4.4% | +70.3% | +67.0% |
| 3Y | +102.7% | +33.5% | +69.2% | +64.0% |
| All | +102.7% | +34.5% | +68.3% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling