+74.3%
FCX vs PEGA
+43.6%
+30.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +2.9% |
| 7D | -4.9% | -4.5% | -0.4% | -4.5% |
| 30D | -17.1% | -5.7% | -11.5% | -16.8% |
| 3M | -12.7% | +2.7% | -15.3% | -13.3% |
| 6M | -2.0% | -10.5% | +8.5% | -1.4% |
| YTD | +18.1% | -45.4% | +63.5% | +27.4% |
| 1Y | +55.2% | -44.7% | +99.9% | +66.9% |
| 3Y | +74.3% | +45.7% | +28.7% | +39.0% |
| All | +74.3% | +43.6% | +30.8% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling