+701.1%
FCX vs PEP
+76.2%
+624.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.8% | +5.1% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | +10.1% | +0.7% | +9.4% | +9.7% |
| 3M | +20.2% | -0.5% | +20.7% | +19.6% |
| 6M | +29.7% | -11.3% | +41.0% | +35.3% |
| YTD | +51.9% | -0.6% | +52.5% | +49.9% |
| 1Y | +66.0% | +1.7% | +64.3% | +61.0% |
| 3Y | +102.7% | -12.5% | +115.2% | +107.3% |
| 5Y | +138.9% | +3.9% | +135.0% | +115.2% |
| 10Y | +701.1% | +76.6% | +624.5% | +483.5% |
| All | +701.1% | +76.2% | +624.9% | +483.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 10y: compounded portfolio wealth divided by compounded PEP 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…
10y analysis · Full analysis span regression · 6 months rolling