+53.6%
FCX vs PEP
+3.6%
+50.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +5.0% |
| 7D | -1.0% | +1.0% | -2.1% | -0.8% |
| 30D | -15.2% | +12.6% | -27.9% | -12.3% |
| 3M | -10.3% | +3.1% | -13.4% | -9.0% |
| 6M | +1.6% | -6.3% | +7.9% | +3.6% |
| YTD | +23.9% | +1.9% | +22.0% | +31.1% |
| All | +53.6% | +3.6% | +50.0% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling