+386.3%
FCX vs PEGA
+92.7%
+293.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.6% |
| 7D | -2.4% | -8.2% | +5.8% | -0.2% |
| 30D | -18.0% | -11.6% | -6.4% | -15.5% |
| 3M | -14.3% | -4.2% | -10.1% | -14.3% |
| 6M | -1.7% | -12.0% | +10.3% | -1.1% |
| YTD | +19.8% | -46.9% | +66.8% | +37.8% |
| 1Y | +48.6% | -47.0% | +95.6% | +70.7% |
| 3Y | +85.8% | +40.9% | +44.9% | +37.1% |
| 5Y | +72.2% | -45.4% | +117.6% | +80.5% |
| 10Y | +386.3% | +95.9% | +290.4% | +210.3% |
| All | +386.3% | +92.7% | +293.6% | +210.3% |
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