+463.9%
FCX vs PENG
+644.0%
-180.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.6% |
| 7D | -2.4% | -16.1% | +13.7% | +1.5% |
| 30D | -18.0% | -41.5% | +23.5% | -7.0% |
| 3M | -14.3% | -19.1% | +4.8% | -12.3% |
| 6M | -1.7% | +0.9% | -2.7% | -9.8% |
| YTD | +19.8% | +128.2% | -108.4% | -14.8% |
| 1Y | +48.6% | +98.6% | -49.9% | +9.7% |
| 3Y | +85.8% | +188.2% | -102.4% | +13.7% |
| 5Y | +72.2% | +55.5% | +16.7% | +15.1% |
| All | +463.9% | +644.0% | -180.1% | +170.4% |
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