+138.9%
FCX vs PEGA
-47.9%
+186.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.2% | +9.5% | +6.0% |
| 7D | +5.7% | -2.4% | +8.1% | +6.1% |
| 30D | +10.1% | +9.6% | +0.4% | +8.2% |
| 3M | +20.2% | +2.3% | +17.8% | +18.8% |
| 6M | +29.7% | -23.9% | +53.6% | +34.6% |
| YTD | +51.9% | -39.8% | +91.7% | +63.7% |
| 1Y | +66.0% | -37.4% | +103.4% | +76.7% |
| 3Y | +102.7% | +53.1% | +49.6% | +68.9% |
| 5Y | +138.9% | -47.2% | +186.1% | +171.7% |
| All | +138.9% | -47.9% | +186.8% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling