+827.0%
FCX vs PEP
+1,414.0%
-587.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.5% | -3.7% |
| 7D | -2.4% | +4.6% | -7.0% | -4.1% |
| 30D | -18.0% | +14.0% | -32.0% | -22.4% |
| 3M | -14.3% | +5.4% | -19.7% | -16.4% |
| 6M | -1.7% | -5.1% | +3.4% | -1.0% |
| YTD | +19.8% | +3.1% | +16.7% | +16.4% |
| 1Y | +48.6% | +4.8% | +43.9% | +43.2% |
| 3Y | +85.8% | -4.1% | +89.9% | +81.2% |
| 5Y | +72.2% | +3.0% | +69.3% | +61.9% |
| 10Y | +386.3% | +89.6% | +296.7% | +255.0% |
| All | +827.0% | +1,414.0% | -587.0% | +292.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling