+480.9%
FCX vs PENG
+720.8%
-240.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.3% | -7.3% | +0.2% |
| 7D | -0.8% | +1.9% | -2.6% | -2.1% |
| 30D | -15.1% | -37.8% | +22.7% | -5.3% |
| 3M | -9.6% | -14.1% | +4.5% | -9.0% |
| 6M | -3.1% | +13.1% | -16.2% | -13.8% |
| YTD | +23.4% | +151.8% | -128.3% | -14.6% |
| 1Y | +52.7% | +136.0% | -83.3% | +7.3% |
| 3Y | +91.4% | +217.9% | -126.6% | +13.9% |
| 5Y | +62.7% | +64.1% | -1.3% | +7.1% |
| All | +480.9% | +720.8% | -240.0% | +170.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling