+789.9%
FCX vs PEP
+1,404.5%
-614.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.2% | -7.7% | -7.6% |
| 7D | -12.5% | +6.7% | -19.1% | -14.7% |
| 30D | -20.0% | +13.5% | -33.6% | -24.2% |
| 3M | -16.4% | +3.9% | -20.3% | -18.0% |
| 6M | +0.8% | -6.0% | +6.8% | +2.0% |
| YTD | +15.1% | +2.5% | +12.6% | +12.0% |
| 1Y | +45.3% | +3.9% | +41.4% | +40.5% |
| 3Y | +70.9% | -4.7% | +75.6% | +67.1% |
| 5Y | +67.5% | +1.1% | +66.4% | +58.5% |
| 10Y | +483.0% | +83.8% | +399.2% | +330.3% |
| All | +789.9% | +1,404.5% | -614.5% | +278.2% |
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 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