+60.3%
FCX vs PENG
+120.5%
-60.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.1% | +10.4% | +3.2% |
| 7D | -6.0% | -20.5% | +14.5% | -1.8% |
| 30D | -13.6% | -20.4% | +6.8% | -10.4% |
| 3M | -6.8% | -16.4% | +9.6% | -5.2% |
| 6M | +13.2% | +49.2% | -36.1% | -3.9% |
| YTD | +24.4% | +147.2% | -122.8% | -10.4% |
| 1Y | +60.3% | +124.7% | -64.4% | +18.3% |
| All | +60.3% | +120.5% | -60.2% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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