+465.2%
FCX vs PENG
+735.0%
-269.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.2% |
| 7D | +4.4% | +34.6% | -30.2% | -4.0% |
| 30D | -16.3% | -35.9% | +19.6% | -7.5% |
| 3M | -12.5% | -14.7% | +2.2% | -11.8% |
| 6M | -8.0% | +13.5% | -21.6% | -18.4% |
| YTD | +20.1% | +156.1% | -136.0% | -17.3% |
| 1Y | +45.9% | +141.3% | -95.4% | +1.9% |
| 3Y | +86.2% | +223.4% | -137.2% | +10.3% |
| 5Y | +57.1% | +67.4% | -10.3% | +2.8% |
| All | +465.2% | +735.0% | -269.8% | +162.3% |
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 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