+396.6%
FCX vs PEP
+90.8%
+305.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | -0.8% | +1.1% | -1.8% | -1.2% |
| 30D | -15.1% | +13.6% | -28.7% | -19.6% |
| 3M | -9.6% | +5.1% | -14.7% | -11.8% |
| 6M | -3.1% | -1.6% | -1.4% | -3.4% |
| YTD | +23.4% | +3.3% | +20.1% | +19.5% |
| 1Y | +52.7% | +3.2% | +49.4% | +47.7% |
| 3Y | +91.4% | -3.9% | +95.3% | +85.6% |
| 5Y | +62.7% | +4.0% | +58.7% | +47.8% |
| All | +396.6% | +90.8% | +305.8% | +289.9% |
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