+441.4%
FCX vs PENG
+520.3%
-78.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -23.0% | +15.5% | -1.2% |
| 7D | -12.5% | -36.7% | +24.2% | -2.1% |
| 30D | -20.0% | -42.0% | +22.0% | -9.2% |
| 3M | -16.4% | -33.2% | +16.8% | -9.8% |
| 6M | +0.8% | +2.1% | -1.3% | -8.1% |
| YTD | +15.1% | +90.3% | -75.2% | -13.9% |
| 1Y | +45.3% | +67.7% | -22.3% | +12.5% |
| 3Y | +70.9% | +154.2% | -83.3% | +8.1% |
| 5Y | +67.5% | +28.3% | +39.2% | +18.2% |
| All | +441.4% | +520.3% | -78.9% | +173.2% |
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 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