+649.6%
FCX vs PEGA
+1,005.9%
-356.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.4% |
| 7D | -2.4% | -8.2% | +5.8% | -1.3% |
| 30D | -18.0% | -11.6% | -6.4% | -16.8% |
| 3M | -14.3% | -4.2% | -10.1% | -14.2% |
| 6M | -1.7% | -12.0% | +10.3% | -1.4% |
| YTD | +19.8% | -46.9% | +66.8% | +27.6% |
| 1Y | +48.6% | -47.0% | +95.6% | +58.2% |
| 3Y | +85.8% | +40.9% | +44.9% | +68.6% |
| 5Y | +72.2% | -45.4% | +117.6% | +72.0% |
| 10Y | +386.3% | +95.9% | +290.4% | +320.7% |
| All | +649.6% | +1,005.9% | -356.4% | +419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling