+85.3%
FCX vs PENG
+101.4%
-16.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -1.1% |
| 7D | -4.9% | +4.5% | -9.4% | -5.8% |
| 30D | +4.8% | -7.1% | +11.9% | +5.8% |
| 3M | +4.6% | -27.3% | +31.9% | +8.4% |
| 6M | +10.8% | +169.6% | -158.8% | -14.4% |
| YTD | +44.2% | +164.6% | -120.4% | +11.2% |
| 1Y | +59.6% | +109.5% | -49.9% | +27.8% |
| All | +85.3% | +101.4% | -16.1% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling