+578.6%
FCX vs PENG
+762.7%
-184.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -1.5% |
| 7D | -4.9% | +4.5% | -9.4% | -6.1% |
| 30D | +4.8% | -7.1% | +11.9% | +6.2% |
| 3M | +4.6% | -27.3% | +31.9% | +9.3% |
| 6M | +10.8% | +169.6% | -158.8% | -21.9% |
| YTD | +44.2% | +164.6% | -120.4% | +1.4% |
| 1Y | +59.6% | +109.5% | -49.9% | +18.5% |
| 3Y | +82.2% | +98.9% | -16.7% | +22.2% |
| 5Y | +115.6% | +116.3% | -0.6% | +34.5% |
| All | +578.6% | +762.7% | -184.1% | +221.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling