+724.2%
FCX vs PEGA
+170.9%
+553.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.1% |
| 7D | +3.1% | -6.1% | +9.2% | +4.8% |
| 30D | +8.1% | +6.4% | +1.7% | +5.8% |
| 3M | +18.9% | +2.9% | +16.0% | +15.8% |
| 6M | +26.6% | -23.8% | +50.4% | +33.8% |
| YTD | +51.2% | -41.1% | +92.2% | +70.2% |
| 1Y | +75.6% | -38.2% | +113.8% | +93.2% |
| 3Y | +101.7% | +49.8% | +51.9% | +47.7% |
| 5Y | +134.6% | -48.0% | +182.7% | +160.8% |
| 10Y | +724.2% | +173.1% | +551.0% | +243.7% |
| All | +724.2% | +170.9% | +553.3% | +243.7% |
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