+1,015.5%
FCX vs PEG
+1,994.8%
-979.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -4.9% | +0.7% | -5.6% | -5.3% |
| 30D | +4.8% | -2.4% | +7.2% | +6.1% |
| 3M | +4.6% | -4.8% | +9.4% | +7.1% |
| 6M | +10.8% | -10.7% | +21.5% | +17.4% |
| YTD | +44.2% | -6.7% | +50.9% | +48.6% |
| 1Y | +59.6% | -6.8% | +66.4% | +64.0% |
| 3Y | +82.2% | +34.5% | +47.8% | +47.8% |
| 5Y | +115.6% | +35.8% | +79.9% | +72.0% |
| 10Y | +670.6% | +141.7% | +528.8% | +321.1% |
| All | +1,015.5% | +1,994.8% | -979.3% | +176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling