+90.2%
FCX vs PEGA
+55.9%
+34.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -4.9% | +3.3% | -8.2% | -5.2% |
| 30D | +4.8% | +17.7% | -12.9% | +2.8% |
| 3M | +4.6% | +5.8% | -1.2% | +3.7% |
| 6M | +10.8% | -20.3% | +31.1% | +14.1% |
| YTD | +44.2% | -37.1% | +81.4% | +54.0% |
| 1Y | +59.6% | -30.2% | +89.8% | +66.5% |
| All | +90.2% | +55.9% | +34.3% | +54.6% |
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