+61.5%
FCX vs PENG
+42.1%
+19.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.4% | -9.8% | -0.5% |
| 7D | -4.9% | -19.4% | +14.6% | -0.7% |
| 30D | -17.1% | -42.4% | +25.3% | -6.4% |
| 3M | -12.7% | -25.6% | +13.0% | -8.9% |
| 6M | -2.0% | +7.3% | -9.3% | -11.7% |
| YTD | +18.1% | +113.9% | -95.8% | -13.8% |
| 1Y | +55.2% | +93.6% | -38.4% | +16.1% |
| 3Y | +74.3% | +170.2% | -95.9% | +8.3% |
| All | +61.5% | +42.1% | +19.4% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling