+383.2%
FCX vs PEGA
+94.9%
+288.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.2% |
| 7D | +4.4% | -4.6% | +9.0% | +5.6% |
| 30D | -16.3% | -6.8% | -9.5% | -15.1% |
| 3M | -12.5% | +2.6% | -15.0% | -14.1% |
| 6M | -8.0% | -5.4% | -2.7% | -9.3% |
| YTD | +20.1% | -46.0% | +66.2% | +37.5% |
| 1Y | +45.9% | -45.6% | +91.5% | +66.3% |
| 3Y | +86.2% | +43.2% | +43.1% | +36.7% |
| 5Y | +57.1% | -45.3% | +102.4% | +65.3% |
| All | +383.2% | +94.9% | +288.3% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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