+94.6%
FCX vs PENG
+191.6%
-97.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.3% | -4.4% | +2.8% |
| 7D | -1.0% | -3.8% | +2.8% | -1.1% |
| 30D | -15.2% | -40.1% | +24.9% | -6.2% |
| 3M | -10.3% | -21.8% | +11.5% | -7.7% |
| 6M | +1.6% | +3.3% | -1.8% | -6.3% |
| YTD | +23.9% | +133.6% | -109.8% | -9.0% |
| 1Y | +58.0% | +110.7% | -52.7% | +18.9% |
| 3Y | +94.6% | +204.3% | -109.7% | +31.2% |
| All | +94.6% | +191.6% | -97.1% | +31.2% |
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