+74.3%
FCX vs PENG
+184.4%
-110.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.4% | -9.8% | -0.2% |
| 7D | -4.9% | -19.4% | +14.6% | -1.1% |
| 30D | -17.1% | -42.4% | +25.3% | -7.4% |
| 3M | -12.7% | -25.6% | +13.0% | -9.2% |
| 6M | -2.0% | +7.3% | -9.3% | -10.8% |
| YTD | +18.1% | +113.9% | -95.8% | -11.4% |
| 1Y | +55.2% | +93.6% | -38.4% | +19.0% |
| 3Y | +74.3% | +170.2% | -95.9% | +16.1% |
| All | +74.3% | +184.4% | -110.0% | +16.1% |
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