+430.7%
FCX vs PEP
+81.7%
+349.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.7% |
| 7D | -1.0% | +1.0% | -2.1% | -1.4% |
| 30D | -15.2% | +12.6% | -27.9% | -19.4% |
| 3M | -10.3% | +3.1% | -13.4% | -11.7% |
| 6M | +1.6% | -6.3% | +7.9% | +3.3% |
| YTD | +23.9% | +1.9% | +22.0% | +20.7% |
| 1Y | +58.0% | +3.3% | +54.8% | +52.7% |
| 3Y | +94.6% | -4.8% | +99.4% | +89.4% |
| 5Y | +70.4% | +2.0% | +68.3% | +56.4% |
| 10Y | +430.7% | +80.3% | +350.3% | +320.2% |
| All | +430.7% | +81.7% | +349.0% | +320.2% |
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