+75.6%
FCX vs PEGA
-38.8%
+114.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.6% |
| 7D | +3.1% | -6.1% | +9.2% | +2.8% |
| 30D | +8.1% | +6.4% | +1.7% | +8.5% |
| 3M | +18.9% | +2.9% | +16.0% | +20.4% |
| 6M | +26.6% | -23.8% | +50.4% | +28.9% |
| YTD | +51.2% | -41.1% | +92.2% | +60.5% |
| 1Y | +75.6% | -38.2% | +113.8% | +83.1% |
| All | +75.6% | -38.8% | +114.4% | +83.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling