+1,015.5%
FCX vs PEP
+1,350.9%
-335.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -4.9% | -1.4% | -3.5% | -4.3% |
| 30D | +4.8% | +0.2% | +4.6% | +4.6% |
| 3M | +4.6% | -1.1% | +5.7% | +4.3% |
| 6M | +10.8% | -13.5% | +24.3% | +16.2% |
| YTD | +44.2% | -1.2% | +45.4% | +43.0% |
| 1Y | +59.6% | -1.6% | +61.1% | +57.6% |
| 3Y | +82.2% | -12.5% | +94.8% | +85.4% |
| 5Y | +115.6% | +3.0% | +112.6% | +102.8% |
| 10Y | +670.6% | +73.9% | +596.6% | +484.2% |
| All | +1,015.5% | +1,350.9% | -335.4% | +382.8% |
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